For what it's worth I was having the same trouble, but just had my very first bit of good luck! I'm on my first day trying to hometest and it hasn't been going well at all (much like everyone else's experiences). 5 unsuccessful jabs, I'd heated the ear, massaged the ear, pricked on the vein, next to the vein, next to the edge, milked the ear for ages and I'll be damned if I could get the thing to bleed!
And then I re-read all the advice on this thread and realized the one trick I hadn't tried yet was to prick twice in a row very close together. That FINALLY did the trick for me, and about 10 minutes ago I got my very first BG reading. Sasha was screaming while I was jabbing her, but when I saw that enough blood had come out to do the read I was whooping and hollering in so much joy she completely forgot her misery and was just curious about what the hell was going on. I had to collect the droplet on my fingernail, and then I couldn't find the meter (wasn't very organized this time, it was kind of a last ditch effort), but finally I got it all together and it worked. I was laughing and dancing around the apartment, and Sasha was so pleased to see me happy she was chirping and purring in spite of herself.
Here's what I did: I had heated the ear for an unsuccessful attempt about 10 minutes prior, but it wasn't freshly heated. I had been scritching her ears in the meantime while reading this thread, then grabbed a fresh lancet and sat on top of her. She panics with the burrito kitty method, so I just put a knee on either side of her and hold her down that way.
With a cotton pad on the underside of the ear, I double poked halfway between the vein and the edge of the ear. I talked to her the entire time, and gave her some reassuring pets to make it a little easier on her. And on the 2nd poke it was suddenly apparent that this time I was going to get the amount of blood needed to do the reading correctly. Because I wasn't prepared this last time with the meter on hand I milked the ear just a little bit, then put the droplet on my fingernail (which other people here have said is OK to do).
Good luck, and keep trying!