It's always fun to have a physical obstacle between the protagonist and her love interest. Paranormal romance gives you the opportunity to be as creative as you want with what this might be.
We have the common themes: Vampire can't be with the person she loves because, in moments of passion, she loses her will power and feeds upon them. Werewolf can't bed his love because, in the heat of things, he loses control, transforms, and will bite or ravage her.
I like the more unusual obstacles. In Richelle Mead's Georgina Kincaid series, Georgina as a succubus can't get intimate with the man she loves because she'll steal his life force. Then there's Anton Strout's Simon Canderous who has the psychic talent of psychometry, and he can't sleep with any women because he sees their whole sexual history flash in his mind's eye when he touches them.
I love digging around on the internet and reading about supernatural creatures and various psychic and otherworldly powers. There's a lot of inspiration for a great hook for a paranormal romance.
A pyrokenetic who loses control of her powers when things heat up with her love interest.
A Fury who cannot touch any man intimately or she will lose her immortal life.
A Harpy (originally they were beautiful) falls in love with a man whose soul she must carry away to the Underworld, and if she touches him, he will die.
The trick is to find a creative way to give the hero and heroine the Happily Ever After ending. Find that key whether it be a person, object or something else.
The pyrokenetic falls in love with a fire resistant demon. (Supernatural creatures)
The Fury gives in and touches the man she loves, and becomes human. She loses her immortal life, but not her mortal one. (Play on words)
The Harpy helps her love interest win a challenge to reclaim the fate of his own soul from her boss, Zeus. (Seemingly impossible challenge)
What other physical obstacles can you think of? Any good books with this theme you can recommend?