Sometimes it takes a little longer for some people to get pregnant than others. Generally, doctors advise that couples should allot about a year to trying (especially if you were on the pill before you started trying -- sometimes that delays things a bit, from what I've heard.)
Don't stress; often stress can be a factor AGAINST conception, and may be part of why your periods are so late.
I know it's hard when you're trying for a baby, but try to relax. Let sex be an enjoyable thing rather than a daily duty. Buy a basal thermometer to try to gauge when you're ovulating if you're worried, but in general, take it easy, make things romantic and try to enjoy the "trying" part. If you can afford it, take a vacation with your partner to loosen things up a bit.
If you haven't conceived after a year of trying, go see your doctor so you can put some of your fears at ease. In the meantime, try to de-stress and GOOD LUCK!