I played more than twice as many teams as you've had, kneeneighbor, before winning a title. So it will come. As long as you're having fun, I say nothing else really matters.
To improve your chances, though, you'd need to either broaden your drafting horizons and only take the modern players when they fit the role your are filling, or mostly limit yourselves to leagues that lend themselves to those players succeeding (mostly by limiting all owners to the same era). Determine the skills you want to acquire, and if those guys show up near the top of the search grab them. Otherwise, take players who are the best at what you want. Trying to out-slug Rudy York with Ryan Howard just doesn't work because of normalization.
When my futility had reached the point of threads being started about it, Bilfert, FishNasty and a few others offered extremely helpful advice. A lot of it I already knew, but they reinforced the importance of it. Other suggestions were things I had never thought of.