Are we talking clitoral or vaginal orgasm? Very, very few women orgasm during sex (except oral), I sure haven't. And I find it difficult with oral as well.
Antidepressives and such can affect your libido and orgasms, I find it difficult to orgasm without a toy - I CAN orgasm, it just takes longer.

Being comfortable with yourself and your body, being able to let go, and being properly turned on is pretty much essential.

I'm a big fan of sex-toys, I have like.. seven. My favorite vibrators are mr rabbit and the egg that comes along with "my first g-spot kit". Never gave me a vaginal orgasms, but the clitoral orgasms are amazing. o.o