Siblings often have very special and deep relationships with one another, but these usually do not involve sex. Your brother's discomfort with your relationship as lovers is understandable because we live in a society where having sexual relations with family members is seen as inappropriate. This type of relationship is called "incest" and there are many important issues and consequences associated with it.
Even though it is going to be hard, you need to stop this relationship with your brother and seek counseling. Once you end things you may have many mixed emotions and could feel hurt, betrayed or angry - it is important for you to have someone like a therapist to help you through the recovery process. Hopefully he or she can help you to realize that sex between siblings is not an appropriate way for you and your brother to express your love for one another and may offer some suggestions as to how you two can remain close without having a sexual relationship.
Oftentimes sharing a difficult or traumatic experience with someone makes you feel closer to him or her. Your brother went through the same tough experiences dealing with your parents' alcoholism that you did, and therefore you two share an additional and even stronger bond than just being brother and sister and that is understandable and fine. However, using sex as an outlet to express this closeness is not really ok. There are plenty of other, healthier ways to express your love for your brother, like spending time together and talking- this could even end up making you closer to him, without the conflict of having inappropriate sexual relations involved.
Though what you're doing may seem harmless, that is not really the case. The romantic, sexual part of your relationship cannot really go anywhere - you can't get married, because it's illegal for a brother and sister to marry and you can't have children together, because children born to closely related people are almost always born with birth defects and deformations. An accidental pregnancy could complicate your situation even more and force you to deal with the additional conflict of the high possibility of giving birth to an unhealthy baby. Finally, your relationship will also always have to be kept secret and hidden from your friends and family and this will end up isolating you and your brother after a while.
Even though you say that you have had other relationships and been sexually active with other guys, you feel your brother is really special and you love him deeply. It seems that having this type of relationship with your brother might be keeping you from having normal boyfriend-type relationships with other people because you always return to the comfort of your brother's arms. These types of relationships with your peers are important to your growth and development. Experimenting and exploring that aspect of your life is what teaches you what you want from your future spouse, how to interact with the opposite sex, etc. You're missing out on all of that now by having a relationship with your brother instead.
TeenHealthFX understands that it will be hard to end your relationship with your brother and seek professional help, but it is important for you to do so. This will not be an easy transition to make, but hopefully with some guidance, you will begin to realize that this is the right thing to do.
If you live in Northern New Jersey, you can contact the Adolescent/Young Adult Center for Health at 973.971.6475. You can also contact the Atlantic Behavioral Health System's Access Center at 888.247.1400. Outside of this area, you can call the Rape, Abuse & Incest National Network for information about counseling centers in your area at 1-800-656-HOPE.