I have read a lot more paranormal romance than either you or Aber. Yes, I confess it.
Generally it goes something like this: girl arrives in new town (*)--> girl meets strange and intriguing guy --> strange and intriguing guy turns out to be werewolf/ vampire/ vampire hunter/ Elf Lord (or whatever) --> girl and intriguing guy get it together and things lose their edge rather.
The important plot element as far as you're concerned (I think) is what happens next. In many of these books there's another 'love' story going alongside the boy meets girl romance thing and it's the unrequited one. In most of the books I've read, this is actually the interesting story. Here's a list off the top of my head:
- in the Morganville vampire stories, there's a dangerous-sexy-hopelessly-insane vampire not-really-love-interest who's much sexier and more intriguing than the actual love interest (there's a ghost love story in the first of those books as well)
- in Michelle Sagara's Cast series there's a shockingly sexy and mysterious Elf Lord (though actually the main love interest in those books is also disgracefully mysterious and sexy) -- and actually I'm on book 7 of that series and no one has requited anything yet.
- in Twilight -- well, I'm sure you know, but as well as the ice cool sexy sparkly vampire man there's a werewolf who's the secondary love interest and is much sexier.
- in the True Blood series -- well this one's a bit more complex because there are a lot of books and, you know, it's for grown ups -- the really intriguing relationship is with Eric (vampire boss and former viking), which is the one that isn't consummated (except when Eric is in a magically-induced amnesiac state so it doesn't count).
So -- there's a lot of unconsummated relationship stuff going on. I suspect the difficulty is going to be that people will expect the relationship to be consummated unless you have some pretty heavyweight and blindingly obvious reason why it can't be. Anything less than impossible and people will keep on thinking that it's going to be consummated despite the odds (because that's how these things work) -- rather like springs' problem with people expecting killed-off characters to come back
Although I have just thought of a book where it really worked, and that's
Sunshine by Robin McKinley -- if you only read one vampire book (and assuming you've read Dracula), then read it because it isn't a straightforward paranormal romance gah at all and it demonstrates how you can subvert the expected ending and keep everyone happy (though I'd be even happier if she'd break her rule and write a sequel).
(*) Though I did read a Meg Cabot which started: Girl drowns --> strange and intriguing guy is lord of the underworld with sexy red velvet drapes in bedroom --> girl escapes and recovers from death
Edited to add: Actually, now I think about it, Melissa Marr has a book called
Ink Exchange with this sort of structure (the real love interest is the one that's unrequited)