In the comics Shadow and Sally get married... BUT it was a forced marriage. In my opinion, Sally should always be with Sonic, like in Sat am and the comics. I know about the "SonAmy couple". I don't support that couple and nothing will change my mind.
I never see really relationship whit them, than whit Shadow and Amy, but I think, it could be rather cute~ But I would prefer it like this: Sonic x Sally Shadow x Amy