Using the chern character, it can be shown that there is no complex structure on $S^n$ if $n > 6$: See May's book: if $S^{2n}$ has a complex structure, let $\tau$ be the tangent bundle. $c_n(\tau) = \chi(S^{2n}) = 2$ must be divisible by $(n-1)!$ by Husemöller, Fibre bundles, chapter 20, Theorem 9.8. So the only case left is $S^4$ and $S^6$.

Is there a complex structure on $S^4$ or $S^6$?