I'm not afraid to admit I am a wussy. I can get pretty emotional, although it's not to the point where I'd be sobbing for days on end if my game corrupted. Regardless, I often do get attached to my parties.
Not where I'd want to marry my Swellow, mind you! But when you get far into the game and look at how strong your party's gotten, you realize how much work you put into the game, and how much you've been through with your Pokemon. It could either be seen as a moment of pride, or a realization of emotional attachment. I almost always see it as both. This is why I still miss my corrupt-erased Crystal party, even though it sucked in combat because FOUR of my Pokemon were weak against electric alone. I worked hard training that group, and it was comprised of some of my very favorites (Feraligatr, Pidgeot, Noctowl, Growlithe, Raikou, Suicune).
This emotional attachment is also why I cherished my glitched Ruby so. Ruby, as some of you know, is the game where I really crunched down on finding a varied team instead of one made up of my favorites. It ended up being probably my strongest party, as well as the one that worked together best. Even though Swampert, Lairon and Hariyama will NEVER be some of my favorites, they still got me through a lot, and I was pretty sad when my game went corrupt!
So, overall, I do get attached to my Pokemon. But it's not to the point where I'm like that guy who married his DS. :p