DOMS is not necessary to gain strength or size (and in fact, having DOMS all the time can be a sign that your body is not getting enough time to repair), so don't worry about not getting it.
As for not gaining strength, I don't know what your workouts are like (how frequently you work shoulders, either directly or indirectly), but here are some things to keep in mind that could help:
1) muscles need recovery to repair and get stronger, and overworking the muscle is counterproductive. Recovery ability is influenced by factors such as age, gender, general stress level, diet, and is somewhat individual. You have to find what works for you best.
2) Keeping the above in mind, also be aware of working shoulders indirectly too much, to impede recovery. Shoulders are also worked when you do chest workouts, somewhat less back workouts. So if you do a back workout one day, chest the next, shoulders the next, you are virtually working the shoulders three days in a row, not allowing for recovery.
Try to space shoulder workouts farther apart if you feel you may be overworking.
For example, when I do GS, I do one upper-body workout on day 1, the leg workout on day 3, and the other upper-body workout on day 5, which leaves 2-3 days between upper body workouts that directly or indirectly hit the shoulder muscles. If I were to do the rotation as some suggest---upper body 1 on day 1, upper body 2 on day 3, lower body on day 5--it would not allow me sufficient recovery.
I know that Cathe has posted a shoulder routine suggestion in Ask Cathe before, you might be able to find that. It started with overhead presses (the move where most people are strongest), then went on to more isolation moves.
Another thing that would be helpful would be to have smaller weight increments to go up. Something like Pace Weights, or magnets you can get at a hardware store (.25 pounds would be nice, but make sure they weigh the same---sometimes they don't), to be able to do what is called "micro-loading" (adding very small, almost unnoticeable, increments of weight every two workouts or so). The shoulders are actually a rather small muscle group, and their strength increases would be smaller than with the chest or back, for example.
HTH!