If your lifting weights to gain size and muscle you should feel sore but it isnt always the case. When you have given your muscles a good workout your muscles tear and they heal and build up on top of each other.(this is what i was told anyway)
When you first starting lifting weights did you feel sore the day after?
When i used to lift weights, i got to the point where i was lifting up to twice a day and i really had to work hard to get to that stage where my muscles were feeling sore. Try mixing up your training, work on different exercises to target the muscles groups you are working. I found having a training partner there to push you all the way, always gave me a good workout and i was real sore the day after.