i am certain i know exactly when i conceived, but i didn't 'feel' it, i just had a sense that that night was the night, it made sense with my obsessive charting, then i promptly lost interest in sex.
i suppose i agree with one of the other posters - i reckon we (well, i didn't, but some people) feel ovulation pain because we feel symptoms of it. our ovaries belong to us, and so our body is capable of hearing from them and the nerves in/around them to tell what is going on. with the egg and sperm though, once released, it isn't part of our body anymore, they aren't linked up with our brain or body (via nerves), and fertilisation wouldn't cause any kind of communication with our body. i have heard that within 2-3 days after fertilisation we start making some different kind of protein (early pregnancy protein, or something like that??), so perhaps you could sense changes in your body due to that? i wouldn't be convinced that a woman could sense actual fertilisation though.