Like Rikku, I am a big admirer of Lulu. Though I could do without the ridiculously large breasts (she was SO designed by a man), Lulu has a wonderfully caustic, self-assured attitude. I love that despite her suspicious nature, she can be so supportive and sisterly toward Yuna. Lulu is the sort of person who cares so deeply about others but, because she was hurt in the past, she refuses to let herself be that vulnerable ever again. She is, in many ways, the female equivalent of Auron: a seriously cool badass who protects her fragile heart by hiding behind a cold demeanor.
Lulu's caution is certainly warranted. She's been a guardian two times before she agrees to accompany Yuna, and both of her previous summoners failed. Her dear childhood friend and lover Chappu, Wakka's younger brother, was killed in the fight against Sin. So no wonder Lulu's a little hesitant to open herself up to other people.
However, I refuse to see Lulu as an entirely tragic character. She is so strong and so caring, you just know she'll find happiness someday.
"Good-bye, Chappu. You always said I looked grumpy, but those were the happiest days of my life."
From the start, Auron knows Lulu is the most competent of Yuna's protectors. He looks to her for reports on events, how the others are doing, the state of the world. While he acts as a mentor for the others, he seems to see Lulu as more of an equal. Lulu is respectful to Auron, but doesn't seem as completely floored by his reputation as some of the others do. Her concern is to protect Yuna, and I have a feeling she thinks she's the only one who can really do it. If Auron helps out, that's great. If he doesn't, who needs him?
Though they don't actually interact that much during FFX, it's easy to see that they respect each other and see themselves as the ones who have to protect the others, particularly Tidus and Yuna. Since they're so much on the same wavelength, it didn't really surprise me to discover that they're often romantically paired by fans. The game drops heavy hints that Wakka and Lulu end up together (and that's later confirmed in FFX-2), but let's face it: Wakka's intellect is no match for anything other than a rock. Maybe a very smart rock, but a rock nonetheless. Lulu deserves someone who's more her equal, and the only someone in the game who might conceivably fill those shoes is Auron. Having said that, I feel I also ought to state that I'm not particularly keen on this pairing, though I find it understandable that other people are.
In any event, if the others start acting too immature, it's nice to know that both Lulu and Auron can roll their eyes at them together.