Is it bad if I am not a teaching assistant during my PhD? I've applied to be a teaching assistant (helps with running undergrad labs and marking reports/tests/exams) every year so far during my PhD, but have never been successful. I'm getting to the end of my PhD, and despite my best efforts, have no teaching experience, thus that section of my CV is blank. 

Would this be a bad sign for post-PhD employment?
Outside of academia, the lack of teaching experience will have little or no negative effect on your employment prospects. 

If you are going into academic positions, the significance of not having been a TA will depend greatly on your field and the type of institution you will be working at. For instance, if you are at a research-intensive university, teaching experience isn't as essential as at a small liberal-arts college. In a similar vein, an engineering graduate is less likely to be expected to have teaching experience than a PhD recipient in, say, mathematics or the humanities.