A little more detail to Joel's first paragraph (I can't see how to add a comment to it, sorry!).
The argument that there is no orthogonal complex structure on the 6-sphere is due to Claude Lebrun and the point is that such a thing, viewed as a section of twistor space, has as image a complex submanifold. Now, on the one hand, this submanifold is Kaehler, and so has non-trivial second cohomology, since the twistor space is Kaehler. On the other hand, the section itself provides a diffeomorphism of our submanifold with the 6-sphere which has trivial second cohomology. Neat, huh?