I watched very little of the anime...so, I don't know how Kaname's feelings towards Yuuki were portrayed.
I've heard that the anime ended with a scene similar to the most recent manga chapter. I liked Yuuki as a character, until that scene.
I'm not into the shipping wars, really; my choice used to be KanamexYuuki, until we discovered their true relation; after that, I started to support ZeroxYuuki
At least in the manga, Kaname's feelings for Yuuki are seen like really brotherly; he doesn't look like he's interested on having Yuuki as his lover, even though that's what normally pure blood vampires would do. In fact, I like how Kaname treats Yuuki
It's Yuuki who pisses me.
She pisses me because she doesn't seem to get the true feelings of Kaname towards her; and she doesn't seem to give a damn either for Zero's feelings towards her. She thinks she loves his brother...I'm really hoping for something to happen that would make her question herself; right now, she's looking for safety, not love.