i have to agree with bakahoushi on a personal reasoning cause i like Naoto. but i think he's wrong though on them being a complimenting couple. i mean the detective angle those two have do show it, but then again the MC has many other traits that compliment the other girls just as well. like with Yukiko, i think Japanese tradition sort of follows with the two of them. there's like a bunch more which would follow the others as well.
Personally, I think Rise and Yukiko work with MC the best (for differing reasons), and personally, I don't care about Naoto at all so..... :S
As for the reason for all the fanart, most people seem to think of them as the canon pairing of P4 (there is actually some debate if it's her or Rise, mostly cause Rise is from the Lovers Arcana like the other Persona main girls).