PattyC is right. Sore muscles don't guarantee a good workout. They don't mean you had a bad one either. Delayed Onset Muscle Soreness is caused by a build-up of lactic acid in your muscles. This is just a by-product of the process your muscles do to utilize ATP. Even well-conditioned muscles are subject to this since the way your muscles do their work never changes. Your muscles are not going to one day wake up and go "you know, I think we'll use a NEW biological process to function." So soreness or no soreness it has nothing to do woth how effective your workout was.

Let's say you're doing 2 sets of 15 reps. If you can do this and feel no muscle fatigue, you're wasting your time. You should be struggling by your 12th-13th rep.

If you feel no muscle fatigue, lift heavier weights. If you are experiencing muscle fatigue, then you're doing fine. You should have to add on more pounds every 4-6 weeks if you're lifting weights every week.

Am I lifting enough weight if...
 

The next day none of my muscles are sore? Yesterday I did a number of arm excercises until my arms couldnt take any more, they felt kinda jelly like for an hour or two and couldnt hold them out without shaking slightly from the effort of holding them out. It's just kind of unnerving to not have sore muscles since thats a way that I can tell that I actually did something.

It is my understanding that muscles really only get sore when you start to use muscles that haven't been worked before. If you've already been working these muscles, then you probably won't feel the soreness. If you change exercises, slightly different muscles may get used - hence the soreness.

I wouldn't use it as a gauge, once your working out regularly, especially if you're basically doing the same routine, but just increasing weights.