I understand thinking something isn't effective b/c you're not sore, but I second Honeybunch here as far as effectiveness not necessarily being reflected by soreness.
Certain types of workouts seem to produce more soreness in me--namely endurance workouts. The theories I've read about involve the idea that the lactic acid produced by lifting bathes the muscle cells for longer during endurance sets b/c there is no break where you stretch out and the body removes the lactic acid. The stretching b/w sets in S&H probably reduces the lactic acid build up. Hope that makes sense--basically--most people feel endurance work more simply b/c the lactic acid isn't removed as quickly.
Personally, I have been doing S&H one body part a day (each part once a week) for the last 7 weeks and have seen great results. I actually still get sore from them b/c i've increased my weights and I make sure each rep is very challenging.
Because it is such a great method, I'd say try it out for a while and look for results (strength soon and later visible) and try to ignore the fact that you're not sore. I've actually seen studies that indicate that prolonged presence of lactic acid can retard muscle growth, so maybe the fact that you're not sore but are challenging yourself is a good thing for your results.
Ginger