[cjoenck]

It is possible your thermostat does not open, i.e. you don't get oil flow through the oil cooler. That would explain why the fan does not come on. It is easy to check if the thermostat works. Your right front fender of the car should get warm to the touch when your engine is hot. If you do not feel a significant temperature difference between the right and left side, I would bet money your thermostat does not open.

Basically repeating the comment from computamedic above for emphasis - because it is so easy to test.

You can easily check the temperature sensor. Remove the wires from the sensor and attach a variable resistor to the wire. Simulate the temperature sensor by gently decreasing resistance and you should see the fan operating in both low and high speed. You can buy a variable resistor for a couple of bucks at Radio Shack.