after how many months of dating is it normal to have the "where is this going" talk?

Probably around now.

If all you're doing is having sex, and you've never been asked out on a proper date by the guy, use your common sense -- he's just in it for the SEX. Have you been out on dates? You didnt say, so your question isn't really very thorough.

Why would you ask a guy where this is going? Unless you want to sound desperate, then do it.

And if you're unsure of everything, date other people, keep your options open.

I'd die before i asked a guy "where is this going"? I'm not retarded

there is not a time set for that but I can tell you that I would begin wondering after 3 years tops.

After several years of dating and months of sex, I'd say that conversation is long overdue.

Most of the time if you're spending adequate time with someone, you are constantly getting to know them and part of that is learning what each other want out of life. If you have no clue after all this time and you've never discussed the nature of your "relationship", I find that odd.

What do YOU want? I suggest you tell him, and then ask him if he wants the same thing. If yes, great. If not, then you're just wasting time.