Gunn should have been paired up with Faith. She takes an instant liking to him and as we see with Robin Woods in BtVS, she certainly has no problems crossing the racial divide. She first meets Gunn in "Salvage" and we get this exchange:
FAITH
(walks up to Cordelia) Cordelia, you have every right to feel that way about me. You have no reason to trust me, but I don't have loads of time, so why don't we save it until after this is over. Cool? (claps her hands) OK, let's get down to it. We're gonna keep this hunting party tight. Gunn, right?
GUNN
Yeah.
FAITH
Love the name. I hear you're a good fighter.
GUNN
I hold my own.
FAITH
That's a shame. You're with me, Wes, and the kid.
The obvious double entendre makes it clear that Faith is interested in Gunn and the story would have been better if this had continued. This would have gotten rid of the Gunn - Fred romance which was going nowhere anyway and was interfering with the Wesley - Fred romance which morphed into the Wesley - Fred - Lilah triangle. The triangles were a distraction, not good drama.