I'm the same.. delts are never sore and to a lesser extent arms rarely get sore.
yeah arms are a bitch, I have to go very heavy and hold the exentric part a lot to get them sore
since I included biceps curls on an incline bench, they are sore everytime
to beat the shit out of the triceps I like weighted dips with as much weight as I can put on and really slow lying dumbell extentions where I really strech them at the end of the movement
now they are sore almost every workout