Here's some food for thought.
A woman with a regular 28-day cycle, who ovulated on cycle day 14 every month, who happened to be on cycle day 10 on New Year's Day 2007, and who made love to her OH every Friday and Saturday night without fail this year, still would not be pregnant by now, whether or not they were using the withdrawal method. Her ovulation would never have coincided with a weekend, but would always have fallen on a Thursday, with the egg surviving just 12 hours. Sperm survive on average just 48 hours, so would have died by the Monday night each week (they can live up to 5 days in fertile conditions, ie around ovulation).
Realistically, you have a three-day window each cycle - the two days before and the day of ovulation. If your cycle is 28 days long, that means that there are 39 days per year in which you could conceive and 326 days on which you couldn't - fewer fertile days if your cycle is longer. It's quite possible that you would miss those fertile days if you didn't know about them.
For every healthy couple timing intercourse in the fertile 3 days, there is a 1 in 4 chance that pregnancy will result - so you could have BD'ed in your fertile window 3 times without using any contraceptive method, and without getting pregnant, yet still be entirely normal.
The other possibility to consider is that you may well have got pregnant, but had a chemical pregnancy - if you never tested, because your period wasn't late, or not by more than a day or two, you may not have realised that the egg fertilised but didn't properly implant.
Sometimes, it really does seem amazing that any babies get born at all!