Ash is pretty much an oblivious guy just like every Shonen hero (IE: Luffy, Goku, and Natsu)
I think it's more to do with the fact that the Pokémon anime is aimed at a younger audience, Ash is never getting a girlfriend unless they start making some drastic changes.
Back to the question though, Misty is the only real answer to this. From what I remember they actually shared a few awkward moments and there were strong hints (particularly in the movies) that Misty liked Ash. At this point Misty is basically waiting for Ash to come home one day, that's kind of how it's set up. I remember seeing an episode of Pokémon Chronicles (I think) where some guy wants to be Misty's boyfriend, but she hesitates because she obviously has feelings for someone else.
Oh, there's also the song Misty sings where she actually confesses to Ash (she sings it while Ash is sleeping), though I think that's a dub-only thing so I guess it doesn't really count.
I've only seen one or two episodes with May in and while she is kind of cute I don't really like her character a lot, she doesn't have the attitude Misty has. I've watched nothing with Dawn in so I don't really know what she's like at all. Now, I have watched a good chunk of Pokémon Black & White, but I can't take Iris very seriously because she's a catchphrase character, her favourite thing to say to Ash is "your such a child" and it's just plain annoying. Dawn appears later in Black & White so I guess I'll find out what she's like soon.
So, yeah, in short: Misty.