I have 6 different Shepard imports I'm bringing into ME3, so let me run down the list . . .
Michael Shepard (Engineer/Colonist/Sole Survivor/Paragon): Liara. He's been faithful to her since ME1 and wouldn't dream of being otherwise. I really love the romance story arc with Liara, not to mention that she's my favorite character, and this particular incarnation of Shepard is my best MShep (I enjoy playing as an Engineer, especially in ME2). They work very well together, though I can't point to a specific reason why.
Laura Shepard (Soldier/Earthborn/War Hero/Paragon): Kaidan:wub: Even though it wasn't easy, she's remained true to him the entire time. I really want to see how this plays out.
John Shepard (Infiltrator/Earthborn/Sole Survivor/Paragon): Ashley. Same story as with my previous Shepard.
Elizabeth Shepard (Vanguard/Spacer/Sole Survivor/Paragon): Hasn't been with anyone; she's waiting for Joker in ME3

If it turns out that this won't be a possibility, she'll either wait and see what other options come up (perhaps Mr. Vega?) or take a late shot at Kaidan.
Daniel Shepard (Adept/Colonist/War Hero/Paragon): Waiting (and has been since ME1). He'll probably end up with Ashley or Liara in ME3 if someone new doesn't pop up . . . or if someone we've met before unexpectedly turns out to be an LI in the third game. (Not sure who this might be, but we'll see, won't we?)
Alanna Shepard (Sentinel/Spacer/War Hero/Paragade): Thane. I figured it wasn't really fair to have one of my MShep characters with an alien and not do the same with one of my FemSheps

I wasn't even sure about pursuring the romance with Thane in ME2 at first, but then he really grew on me. I've got to see where this goes! Hopefully we can get rid of his Kepral's syndrome somehow.
I have gone through romances with other characters in ME2 (Garrus, Tali, Miranda, intentions of a playthrough with Jacob), and I will more than likely bring imports into ME3 with those in tow at some point. These 6 are just my starting points.