Okay, where do I start?
First of all, their story is about the most genuine out of anybody's on Glee, what with what's happened in their pasts and the way they found out and actually talked seriously about it. They understand each other in a way that nobody else can.
Second, they've had more ups and downs than most of the actual relationships on the show, and while most of those relationships break up and get back together over the simplest things, their situation went a bit deeper and yet while they could have fallen apart they're closer than ever and that's rare for that show.
Third, they've both grown and bettered themselves through their relationship with each other, and while most people seem to think that Finn really hasn't changed as far as treating Rachel/Quinn is concerned, he's gone from calling Kurt out on being too dramatic and using really horrible words to now complimenting him on his kilt, which is a complete turnaround and why I love Finn so much. Likewise, Kurt's had his heart broken by Finn, but he's toned down his borderline-stalker activities and that can only help him in the future.
Fourth, Cory and Chris obviously adore each other and that comes through in their acting; it's wonderful to watch any scene they're in together.
And fifth, they're just lovely to look at, which is shallow, but it's the truth.
I'm sure I've forgotten something but that's the list for now :)