I liked Angel and Nina together, and I would have even if I didn't prefer Spike with Buffy. It was clear that she was more than interested in him, and it was also pretty clear, at least to me and Wes, that he was totally oblivious to the fact. I think that there might have originally been plans of some kind for a relationship between the two to develop, but time just ran out. Maybe things would have been different if there had been a real Season 6, but that's just speculation. What is NOT speculation is that Angel has always had, throughout his series, some "special" girl, maybe not in a romantic way, but someone, nonetheless, who wasn't just another member of the gang. I think that Kate was supposed to fill that role in the first season, but the chemistry simply never developed, the way that it did with James and Sarah.
For whatever reason, the good ship "Ningel" never even left port, let alone setting sail, but I do find one thing significant. Granted, Angel hadn't developed a huge number of friends during his time in LA, but there were some. Nina was the only one that we see him making a point of trying to get out of town just before the final battle, and she is the only woman in the entire series who he promises to join in some far away exotic place once the dust settled. That HAS to count for something.
And something a little bit off subject, someone, either the writers or Angel himself, seems to have a definite interest in blonds. Darla, Buffy, Kate, Nina, and eventually even Cordy. Maybe that explains "that one time" that Spike mentioned.