Yes, as has been said, Locke and Celes are not official... they never admit feelings to eachother, kiss, or begin dating, so they arent really set in stone. They're certainly hinted at in the story, but to me it always seemed like those feelings fizzled out in the World of Ruin. To me, it seemed like Locke became Celes' hope, and Locke simply seemed to... well, not worry about romance, even after his goodbye with Rachel. Personally, I think that while Locke is going to be dating again someday, it'll be a while. He's made his peace with Rachel, which also had a lot to do with both Terra and Celes... his initial attractions to them centered around the fact that he was reminded of Rachel and his intense need to help people. With his heart cleared, will he still having those feelings for either of them?
Just musing, really. I'd like Locke and Terra to become a couple, but if it did it would be years down the road. Both of them have a lot of emotions to deal with.
Here's some pics from my extensive collection (I'm obsessed!), from all the pairings mentioned. Two of Terra and Locke, one of Terra and Leo, and two of Locke and Celes. Enjoy.