Actually, not all love — fatherly love is totally heart-wrenching in The Tempest, A Winter's Tale, and Macbeth ("All my pretty ones? Did you say all?"). And not all Shakespeare — the sonnets show he could in fact make love sound hot and sad and interesting. But in almost all the plays, heterosexual romantic love is completely bland and boring. A great example of this is A Midsummer Night's Dream, wherein the lovers are so interchangeable that they are, in fact, interchanged. But Romeo and Juliet is a big offender in this area as well — the two fall in love at first sight (which happens all the time in Shakespeare and is never convincing), and then banter sweetly about how much they like each other until they both die. In fact...
Within a framework of general boringness, Shakespeare has two ways of making love interesting. The first is cross-dressing and/or mistaken identity. The sometimes-maligned Shakespeare in Love actually riffed on this trope with some hotness, leading me to believe that cross-dressing could be Gwyneth Paltrow's route out of terminal boringness too. Twelfth Night is kind of sexy in this regard, and Titania's scenes with Bottom in A Midsummer Night's Dream are at least funny.
Shakespeare's second way of injecting a little fire into his otherwise lifeless lovers is to pit them against each other. This is why The Taming of the Shrew, despite its obvious misogynistic tendencies, is really fun to watch, and why Benedick and Beatrice in Much Ado About Nothing are one of Shakespeare's most convincing couples (also why Benedick is pretty much the only role I can stand Kenneth Branagh in). Observe:
Beatrice: I wonder that you will still be talking, Signior
Benedick: nobody marks you.
Benedick: What, my dear Lady Disdain! are you yet living?
Beatrice: Is it possible disdain should die while she hath
such meet food to feed it as Signior Benedick?
Courtesy itself must convert to disdain, if you come
in her presence.
Benedick: Then is courtesy a turncoat. But it is certain I
am loved of all ladies, only you excepted: and I
would I could find in my heart that I had not a hard
heart; for, truly, I love none.
Beatrice: A dear happiness to women: they would else have
been troubled with a pernicious suitor. I thank God
and my cold blood, I am of your humour for that: I
had rather hear my dog bark at a crow than a man
swear he loves me.
Compare that with:
Juliet: What satisfaction canst thou have to-night?
Romeo: The exchange of thy love's faithful vow for mine.
Juliet: I gave thee mine before thou didst request it:
And yet I would it were to give again.
Romeo: Wouldst thou withdraw it? for what purpose, love?
Juliet: But to be frank, and give it thee again.
And yet I wish but for the thing I have:
My bounty is as boundless as the sea,
My love as deep; the more I give to thee,
The more I have, for both are infinite.
Without any bickering or pants-wearing to keep things exciting, every conversation Romeo and Juliet have is some variant on, "I love you! No, I love you more!" Which isn't surprising — they're teenagers, both (but especially Juliet) are completely innocent of the world, and they really serve only one function, which is to be pushed around by Shakespeare in his drama of families at war. Which brings us to...
Even in plays where the love kind of sucks, Shakespeare usually gives us something else to hold our interest. Sometimes he wisely pushes the love plot off to the margins, as in The Tempest. In A Midsummer Night's Dream, we have both Bottom and Puck — the latter of whom has some of Shakespeare's best speeches ever — to entertain us while Demetriwhoever and Helenwhatsherface fuck around with one another. In Romeo and Juliet, the obvious real star is Mercutio (I am far from the first to say this), but he gives his famous dying speech ("A plague o' both your houses!") at the beginning of Act III and the play goes dourly downhill from there. There's some more killing (sorry Tybalt) and then a ridiculous poison mixup that leads to the totally unnecessary deaths of both lovers before they've even had time to have their first argument (unless you count the one about whether it's the fucking lark). It's tragic, all right, but it's really not that interesting.
Of course, not all of this is Shakespeare's fault. It's tough to write about romantic love, especially when you're supposed to be all reassuring about it. And while Shakespeare's later tragedies were pretty un-reassuring on nearly every aspect of human life, Romeo and Juliet still tries to make us feel good about the world — sure, some innocents died, but they also experienced a brief and perfect communion with each other. Oh, and now their families are friends. This artificial optimism permeates most contemporary pop-culture depictions of love, and is a major reason why romantic comedies usually blow. And it's sad, because the flipside of the misconception that all love should be perfect is the truth that it's actually hottest when it's not.