I added this section because I've been really evasive and diplomatic with regards to pairings, and well, the truth is I do have an opinion. So I thought, if this is my Locke site, I should express my opinion, and at least let the people who come by know what this stuff is biased by.
I kinda swing a few ways with Locke. I like him with Terra and with Celes, and I can see how it would work with Edgar, too. He's a nice guy, and eligible bachelor to boot! And it's really only a sliiight necrophilia problem. Not even worth mentioning.
In my decade-spanning affair with Final Fantasy VI, I've been a pretty gung-ho shipper of Locke and Terra and of him with Locke and Celes. There was even a point where I decided his one true love was Rachel and he should never move on ever. I was dumb then and didn't get the point of the game. And when I was really big on Locke and Terra together it was during this Celes-hating phase I went through. I got this strange Celes hatred after seeing the suicide scene for the first time. (I generally save Cid.) But when I got over that, I really came to see how Locke and Celes' personalities compliment each other. And slowly but surely, this drifted into something people call OTP. Now I doodle embarrassingly cute stick figures of them with hearts around them. Eeeech.
See, Final Fantasy VI is a love triangle, but it's not about Celes and Terra. It's about Celes and Rachel. Will Locke be able to get over the past enough to live in the present? He's all stuck between two worlds and thus not really living in either of them. Yadayadayada, I say this every other sentence on this site. What I don't say is how much I love how Celes and Locke play off each other. It's like their strenghts and weaknesses are perfectly counterbalanced. He has to save everyone, she has to be totlally independent, he has loved and lost it, she's afraid of any emotional contact, oh, it's beautiful! And they have a built-in themesong.
At the same time it's not rammed down your throat, they have a whole bucket of issues to work out, it's not exactly a happy pairing and it's all left somewhat ambiguous. So, you know, you can pair them with whoever and the game won't do all that much to stop you. It wouldn't be out of character at all if Locke and Terra hooked up, just like Setzer'll hit on Celes if you don't get Locke in the World of Ruin. (But seriously, get Locke.) This game is about love, not romance. It doesn't need some Squall and Rinoa first kiss moment to make you realize how powerful hope is. Go it.