RiKkU'S MaAaN, Wakka and Lulu's relationship was hardly out of the blue. They hinted at it throughout the entire game. I'm sure most people expected them to hook up. But that's for a different topic in a different forum.

Personally, I don't really mind Penelo much. Her character design is pretty good, I'm just hoping she doesn't turn out to be another Selphie/Rikku.