Simon probably had a love/hate relationship with him (Mal has been mean to him but also saved him more than once, and Simon must find him somewhat "low class" for want of a better word, though definitely better suited to survive on his own than Simon is). Kaylee obviously feels much affection for him (probably seeing him as something of a father figure) given how easily Mal can hurt her feelings (and the affection she shows him otherwise). Zoe obviously loves him (platonically) and feels deep loyalty to him, which is something that drives Wash crazy. Jayne actually respects Mal, a feeling he doesn't have for many people. Book, I think, wanted to save Mal (and perhaps himself in the process), though not necessarily in a religious way.
I'm not even going to try to put myself into River's head.