Actually I ship Azula/Ty Lee because it's the least fucked up relationship possible for Azula. Not that it's healthy at all, because Azula is crazy (not a sociopath, but clearly crazy) and Ty Lee ultimately chose betraying her as the best course. But Ty Lee is the only person I can see that Azula could concievably care for like that. Sort of a candle in the dark parable.