I just finished the game... I was trying to do the Jahiera romance.

I seemed to do pretty well, but she never got turned into a vampire. Is that necessary? Also, nothing much happened at the end... Was anything supposed to happen to the romance at the end to signal that I "won" or anything? It seems like I answered her correctly every time, but what's supposed to happen?

I never got to the 'end' either; my understanding is that Terminsel gives Jaheira a Harper's Pin at the end...

Have a look at the following post and also the link within it:
http://www.sorcerers.net/ubb/Forum2/HTML/002367.html

But the short answer is (MAJOR SPOILER): after you get the harper pin, the next time you rest outside (maybe indoors too) you get to 'sleep' with Jaheira. Of course you don't actually get the details but the brief friendly chat lets you know. Jaheira is very chipper about it too.