I was in the same position last month but now realise that my cycles are all messed up since coming off bcp in Sept 07 so i don't think i was late at all, who knows?? then my AF was only 2 and half days long. Are your cycles regular?
How many miu of hCG does your test need to give a positive hun? Are you using early preg tests? You might have better luck getting and earlier BFP on one of those.