Why Ginny/Luna?
Aside from a very brief mention in GoF of the fact that the Lovegoods live in the same area as the Weasleys, our first introduction to the family is on the train to Hogwarts when we are made instantly aware that Luna is not the most popular of girls, even Neville won't sit next to her, Ginny however, is unperturbed by 'Loony':
"Hi, Harry," he panted. "Hi, Ginny.... Everywhere's full.... I can't find a seat...."
"What are you talking about?" said Ginny, who had squeezed past Neville to peer into the compartment behind him. "There's room in this one, there's only Loony Lovegood in here -"
Neville mumbled something about not wanting to disturb anyone.
"Don't be silly," said Ginny, laughing, "she's all right."
Later in OotP, we see Ginny jumping in to prevent an argument between Hermione and Luna by changing the subject - she has no wish to see two of her good friends arguing over crumple horned snorkacks.
This, of course, isn't much evidence for a relationship, it simply shows that Ginny is friendly with Luna and vice versa as is emphasised when they start appearing as a twosome. Much like HarryHermioneRon, we now have GinnyLuna:
The classroom door opened. Harry, Ron, and Hermione whipped around. Ginny walked in, looking curious, closely followed by Luna, who as usual looked as thought she had drifted in accidentally.
"Hi," said Ginny uncertainly. "We recognised Harry's voice - what are you yelling about?"
If we really want to read between the lines, we could ask why all of a sudden Ginny is 'uncertain'. Given her new bubbly and vivacious personality shown throughout the book, 'uncertainly' is something of a new description. Perhaps she's a little nervous that anyone should wonder why she and Luna are wandering the corridors together.
To strengthen the GinnyLuna theory, we also get Hermione immediately trusting Luna, through her association with Ginny, to help them in using Umbridge's fire: "We'll draw Umbridge away again, but we'll need lookouts, and that's where we can use Ginny and Luna.".
When Ginny is injured in the Department of Mysteries, it is Luna who cares for her ("I think her ankle's broken, I heard something crack," whispered Luna, who was bending over her and who alone seemed to be unhurt.) and helps her to walk. She also seems genuinely upset that Ginny has been hurt:
"Anyway, one of them grabbed Ginny's foot, and I used the Reductor Curse and blew up Pluto in his face, but..."
Luna gestured hopelessly at Ginny, who was breathing in a very shallow way, her eyes still closed.
And then of course, there's this:
"We've got to get out of here," said Harry firmly. "Luna, can you help Ginny?"
"Yes," said Luna, sticking her wand behind her ear for safekeeping, putting an arm around Ginny's waist and pulling her up.
"It's only my ankle, I can do it myself!" said Ginny impatiently, but the next moment she had collapsed sideways and grabbed Luna for support.
Anyone who's ever watch an Action-Romance movie will know, that type of interaction generally leads to sex by the end of the film so who's to say there isn't more to it in OotP?