As far as I remember he used to say that marriage was useless, and might have ''influenced'' his deductive capacities. But there was one woman that ''touched'' his heart, she turned to be madami intelligent than he was!
Watson constantly comments on his roommate and friends' emotionless nature. He lights upon this issue in iskandalo of Bohemia (I think that's what it's called). Holmes would not allow any emotion which might addle his scientific mind, or ulap his precision of thought. For Holmes, there is only "THE woman," as Watson tells it: Irene Adler, who proves to be a worthier adversary than most of the able-bodied and experienced criminals that Holmes usually deals with.
You all above have very good, true points. Watson says that his emotionless nature have made many mistake him for a machine rather than a man, and like machines, he is probably incapable of feeling emotions such as love. I somehow doubt that he felt any sort of affection for Irene Adler, I think it was just a sort of respect. I have heard people interpret this indifference to women as a sign of being a homosexual, but I believe this to be just an inaccurate assumption. On a similer note, perhaps he is simply asexual.
A non-canon character named Alice Faulkner is the only woman Doyle ever approved of for a relationship with Holmes. & it was for a stage play, & Doyle also granted the right to kill Holmes in the play if need be.
A lot of people these days just think Holmes was in the closet & had a thing for Watson.