Hehe, two years later, and so much has changed! I'm happy to say I'm much better off than before and I'm regularly having enjoyable orgasms during sex.
First, I am dating another woman, and she is really into sex. She's had experience with it before and she's showing me stuff I haven't seen before. So that's all good. (Beforehand, my experience showed that women had to be "talked into having sex", whereas my current girlfriend feels like it whenever I do.)
Secondly, and most importantly, is the mental connection we have. She's just right for me - very supportive and encouraging - about my job, my hobbies, and the activities we do together. I introduced her to rock climbing, we go swimming together, and every so often we buy random groceries and try to cook something unexpected from it. This comfort level in our nonsexual relationship also carries over to being very relaxed in our sexual relationship.
With her, I've started being able to cum inside during sex, although it's still not 100% certain. For the past year or so I've been using condoms with her, and they do reduce the sensitivity a lot. Oftentimes she comes a few times before I do, and I think it's because the inside of the condom has to get wet or loose enough to feel like a vagina. (Even though we use a lot of KY-jelly lube inside and out.)
She became used to me not cumming all the time, and even got a little indulgent about it, because it ensured she would get plenty of orgasms.
Recently she went on the pill so we could have sex without a condom. It made a HUGE difference. The first time we had sex without a condom, I couldn't believe how aroused I got and I ended up cumming very quickly.
(Obviously if you're going to do this make sure she won't get pregnant - the pill is the most reliable method, don't leave it up to withdrawal or rhythm method as those are too risky!)
So, to summarize:
1. Those of you who said you need to get mentally comfortable were COMPLETELY RIGHT!

This is very important. Finding somebody who has the same feeling about sex and what they enjoy is crucial.
2. Mechanically, my exgirlfriend's vagina was unusually dry, I now realize. Also, I think mechanically my penis is unusually insensitive. So now with my current girlfriend I use lube and she's on the pill, so we have a good combination of moisture and sensitivity.
Hope that helps, and I'm happy to say to you that the problem appears to be CURABLE!