Rob, you are definitely NOT the only one who thought there was a deeper relationship between Fang and Vanille! In fact, I can say with confidence that I was so sure that the subtext was pointing in that direction that it added significant layers of meaning to the ending for me. Not to mention that I invested a lot more in their story. There was one scene where they revealed the location of Vanille l'Cie mark, and Fang was rather...tender...in how she inspected it. Yeah, there was subtext!!!
Also...fair point about Vanille's popularity. I will admit my own opinion was very positive with Vanille, personality, attractiveness, accent, etc. But more than that, Lightning/Fang/Vanille was my power trio in that game. I only swapped in one of the boys when absolutely needed. Friends of mine mocked that until they got stuck on the final boss, while I demolished it the first time through...
Aside: Jamie, fun fact...if there is an option to play male or female, I tend to default to female. Not just because I prefer to see an avatar I find attractive on the screen, which is a fair assumption, but because many times, it presents a different perspective than what I find in games that already default to the male mindset. FemShep as a perfect example.