Technically it does have romance, but it isn't nearly as profound as in Clannad. In fact, a big usage of the romance is to further the comedy. I've heard that the second season has more romance than the first, but I'm only on the second episode of the second season, so I can't confirm that.
I'd rather continue it my questions here, now about Hayate no Gotoku, does it have romance because I usually like my shows to include romance. I can deal with comedy and such, I'm very open to humor