I like Luna with Harry, too--she knows how to give him space in just exactly the right way, purely instinctively. But Neville/Luna is just so wonderful.

My problem with Harry/Luna is that Harry has such a desire to be normal (understandably! realistically!) and I didn't like how he was often embarrassed by Luna. Which is why I ship her more with Neville: because I think he would just roll with her weirdness.