Usually I feel a bond with the pokemon I use in playthroughs and Battle Frontier.
I come to adore the pokemon I choose very much, even if they're not good competitively.
Heck, just recently I've come to like many pokemon through the Unova and Sinnoh games, just through the teams I picked and chose.
Platinum: Infernape, Luxray, Staraptor, Floatzel, Roserade, Leafeon, and Lopunny. Black: Liepard, Simipour, Conkeldurr, Darmanitan, Sigilyph, Galvantula, and Golurk. Black2: Lucario, Arcanine, Magneton, Leavanny, Flygon, and Mantine. White2 [Challenge mode]: Serperior, Stoutland, Excadrill, Reuniclus, Chandelure, and Lapras.
When I play, I always nickname pokemon. I adore the closeness and uniqueness each pokemon brings to me, it's a sort of unique bond that, though immaterial, can sometimes just make a game that much more enjoyable.