Actually, to be quite honest, yes. I am very attached to my Pokemon. I lost my very first Meganium, it was on level 100, and I actually cried over it. It broke my heart. I feel the same way when it comes to Blaziken and my Mismagius. If anything happened to them, I would probably just never play Pokemon again.
...Until HG/SS. Then I could get over it. XD
But yes. I took my Blaziken out of my Ruby when it started acting up. I guess I do have an emotional attachment to it. I think it's the fact that I had it since I was literally a kid. I'm used to it being there every time I turn on a game, I got memories with it. Battling other people and so on. So yeah... In it's own way, it's a big part of me in the video game world.
EDIT - And by the way, people, there is nothing wrong with being emotionally attached. I think being MARRIED to a virtual character is a bit far, but getting emotionally attached isn't bad. Like, I remember playing Sonic Adventure 2 Battle. I raised a really strong grey Chao named Champ, and I had him for a very long time. Eventually, right after winning a race, he sat down in the garden and died. I didn't know that he could become an egg again at that time, so I panicked and turned my GameCube off, and he was gone all together when I turned the game back on. I had spent so much time with him though, that it actually broke my heart that he was gone. I actually cried for a little while. It felt like one of my animals died.
I see it's kind of like losing your animals. You still take care of them, you spend your time with them, and you actually care about them in your own way. You think about them when you're not playing the game, and you are really proud of them when you battle them and win against other people. I mean, I am proud to say that I have an emotional attachment. I have that with my Chao and my Pokemon. I'll openly say that.