|Nagi IS the most important person to Hayate, but his love to her is purely platonic.He doesn't even see her as a woman... (though author stated multiple times that she will grow up into a babe)
Spoiler (mouse over to view)
There is also the possibility of the two of them being related by blood. For some reason Nagi's father looked just like Hayate and it was mentioned that Nagi's mother knew Hayate's brother. The question is how old is Hayate's brother?
Hayate himself has show interest in Athena (obviously), Maria and Hingaku. Personally I like Hayate x Maria, but this manga haven't moved in favor of any pairing so far.