First you should know that most women (65% I believe) do not have orgasms from penetration alone. With most it requires clitoral stimulation, often quite a lot of it. The reason you are "getting close" with oral stimuilation is that your clitoris is being stimulated. In most sex positions, your guy's penis is providing very little stimulation to your clit. Many women either rub their clit while they're being penetrated, or have their guy do it. Another way is like you're doing, getting as close as you can during foreplay. Just so you know that nothing is wrong with you, this is very normal with most women.
Another thing to realize is that your orgasm is very much tied to many non-physical considerations. If you are nervous, tired, worried about something, or not feeling well, your orgams can be very elusive if not impossible. And frankly, the biggest enemy of the female oprgasm is trying too hard to achieve it. Just relax, take the attitude that you're going to enjoy the sex whether you have an orgasm or not. If you're in a hurry, you're setting yourself up for no orgasm from the start.
Do you masturbate? That is how alot of women have their first orgasms and "learn" to have more. A small vibrator around or on your clitoris is a very good way to climax.
About not getting wet, I wonder again if you're sort of rushing your sex. It can take time to lubricate fully. If you've been with the same partner for a while and have slipped into a "routine" for sex, although it may not feel like it, some of the excitement may be wearing away. If you've been checked by a doctor and he's found nothing wrong physically, it is probably more psychological.
Do you still get wet when you masturbate? If you do, it's likely just you getting used to your partner and not being quite as excited or aroused as before. Getting wet can be an emotionally driven event also, and if your boyfriend is telling you it's "Getting on his nerves" that's just more pressure, and not much help. Tell him to chill out - if he gives you oral sex, saliva works just fine. Use lubricated condoms. Your juices can diminish from a cold, the flu, and where you are in your menstrual cycle.
All in all, relax...stressing about these two things is no help and you'll have that orgasm when everything is just right.