1. Because they met on a train, much like JKR and her guy. 2. Because she's just as sane as he is. 3. Because they look cool together. 4. Because he told Hermione not to insult "one of the only people that believes him". 5. Because she went with him on the Final Battle. 6. Because she comforted him after Sirius' death. 7. Because they understand each other. 8. Because he likes her knack of pointing out uncomfortable truth 9. Because he thinks she's cool
It is my opinion that Harry Potter and Luna Lovegood would have made a perfect pair. To me, Harry and Luna fit together so naturally, so effortlessly, so perfectly. Here's why.
Harry and Luna bring each other a great deal of happiness, and they understand each other like no one else. There have been many terrible things that have happened to Harry, and there are times when nobody can cheer him up - not Ron, not Hermione, not Dumbledore, not Ginny, nobody at all - and yet Luna can. When Sirius died, Harry could talk to no one. He got angry at anyone who even came close to...
Personally, I always thought that Luna would have been so much better for Harry. They just really clicked and she was able to relate with him when no one else could. There were so many little moments in The Order of the Phoenix that almost gave me hope that they would end up together, but no, Rowling just had to go down the obvious path and pair him with Ginny.