I don't want to be gay, but why can't I feel any attractions to the opposite sex?

If it's not your heartfelt desire to be homosexual, then first know that there is proven hope and help in the person of Jesus Christ. Overcoming is not by methods and rituals but by a personal, long term relationship with Christ. Any person with these feelings should be deeply concerned that the quality of their relationship with Christ is more important than having a relationship with another person. In other words, get your priorities straight. Seek ye first the kingdom of God and its righteousness and all these things shall be added unto you (Mt 6:33) When we come to God, we must come offering Him everything, not just a need for sexual companionship. God's primary concern for you is that you know Him first in the forgiveness of your sins.
Having said that, desiring true Biblical companionship with someone of the opposite sex is good thing. This is part of the creation miracle, that God created man for woman and woman for man. It is then our choice to seek that companionship within the blessedness of marriage. I can understand your fear and apprehension at relating to the opposite sex. As a man who was exclusively homosexual without prior experiences with women, I can tell you it is a real fear. Yet, our faith in God can overcome any fear satan brings our way.
If it is your desire ---without pressure from church leaders or family--- to enter into a healthy relationship with somone of the opposite sex, then you have laid the foundation for a meaningful  lasting relationship. Not one devoid of the healing mechanisms you need to survive relational challenges.
As to why you cannot "feel" any attractions to the opposite sex, it is probably a combination of several psychosexual and psychological dysfunctions. Homosexual orientation is cemented when the mind and body are constantly subjected to same gender impulses. If you spend a great portion of your life being emotionally and physically acclimatized to same gender sexuality, then the intense difficulty in relating in such a way to the opposite sex is understandable. This is why reorientation must occcur. In other words, the Holy Spirit will help you to reverse the process over a period of time. Herein lies the power of scriptural application. Be ye transformed (reoriented) by the renewing of your mind, that you may proove what is that good and perfect and acceptable will of God.

Aren't exgay ministries misleading and hurtful to gays?

There is a potential for any organization, whether great or small, known or unknown to  be potentially misleading and hurtful. That has never been more evident with the cases of companies like Enron and Martha Stewart and even the Catholic Church. There have been homeless shelters and gay pride organizations that have all been found with unethical dealings. Certainly, this does not arbitrarily preculde exgay organizations. And neither does it make them automatically suspect.

Have some gays been hurt by exgay ministries? Yes, thats possible. But just as many people have been hurt and damaged by embracing a gay doctrine of  "out means happy". I advocate choice. So does God. He gives us the power to choose. If someone has come to the conclusion that being gay or lesbian is best for them, then we cannot force them to change that decision. All that we can do is inform them of the consequences of that choice.
Exgay ministries just like their counterparts who minister to drunks, drug addicts, gang bangers, prostitutes, the homeless, unwed mothers and the likes follow the same Christian evangelical mandate as given by Christ. They have an obligation ---regardless of political or social objections--- to be obedient to that call.
Many in the prohomosexual movement gleefully point to isolated cases (such as John Paulk) or long ago as well as irrelevant history  in an attempt to paint a broad picture of complete failure of change ministries. Such blackwashing tactics simply do not hold true under the simplest of logical counter-examination.
Thousands of students fail and flunk out of all types of programs, schools and institutions. Some of those who have written or presided over the programs have themselves become disgraced. Therefore it becomes intensely hypocritcal to make such applications to exgay ministries without acknowledging the same occurences in other organizations, even gay ones.
The truth is if one person changes from homosexuality, then the ministry is doing it's job.

There are lots of people who are out, proud gays and lesbians. With so many who are living good, responsible lives, how could it be so wrong?

It is true, there are many openly gay people who are living good lives. They pay their taxes, vote regularly, go to PTA meetings, don't speed and give to charities. And as citizens, they might well be model examples. Jesus encountered such a model citizen, a public figure who boasted to Jesus about such accomplishments. But there was something missing from his life. It was complete obedience to Christ. 
Just because someone is open and successful as a homosexual does not eqate to God's idea of "good." All of their goodness and good deeds do not compensate for being outside of the Father's will and design. God's desire is that people not only be good citizens, but that they submit themselves unto him through Jesus. But the sad thing is that just like the rich young ruler, many gays and lesbians have become convinced that they cannot or will not separate themselves from their sexuality and walk away from Christ.
We always tend to gauge our "righteousness" by other people. This will always produce false results.. The bottom line is that wrong is wrong and it will always be wrong, regardless of how many and who engages in it.

 I have children. Should I watch them when they are around exhomosexuals?

There is an assumption (and I'm sure with good cause) that all homosexuals desire sex with children. Consequently, exhomosexuals may suffer the same prejudicial labeling. This simply not true.
Let's do a little separating. First, let's let the EXhomosexual be just that ---an ex homosexual. If a homosexual person has truly changed, then why judge them on their past? Would you want someone to judge your every action based on something you did in the past? I think not. 
Secondly, we should be aware that there are some both homosexual and heterosexual who do have sexual proclivities for children. Any parent with impressionable children would do well not to allow any adult to develop close relations with the child when it appears that this person has ulterior motives. For believers, instead of being paranoid and overprotective, use your spiritual discernment to make decisions. Some former homosexuals make a choice to not have children, but love the joy that a child brings to their lives. It would be a great gesture of love and acceptance to allow them to be a part of your child's life. By all means watch your children, but don't smother them and kill out someone's else's hope to make a child happy..