As a child Cloud had a crush on Tifa. Actually, it's not certain whether it was a crush, or if he just wanted a friend, but it probaly was a crush.

Cloud probably had a thing for Aeris at the beginning, but then she died. He did act very differently towards her though, and seemed to open up to her naturally. The way Cloud spoke to Aeris, you'd forget he was such an uncaring, cold person before.

After Aeris dies Cloud becomes closer to Tifa. But I think their relationship is nothing more than a very deep friendship. Cloud and Tifa never really knew eachother, but they had been through so much together, and shared something between them which they had in common, but they could never build an open, honest relationship.

Like Cloud even said:

                                            "But now that we're together like this,
                                                    I don't know what I really wanted to say...
                                                I guess nothing's changed at all..."
 

So the my conclusion is that if Cloud even did love someone, it was probably Aeris.

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