Mr.Squishy said:
TL;DR: I don't *get* shipping.
There's not a whole lot to get, but if it's not your cup of tea, then there's no shame in that. XD The closest parallel I can draw that might make sense is that shipping is, in a way, the distaff counterpart of those fanboys who play videogames/watch action movies/teens anime and create elaborate lists of power-level tiers that rank all the characters in sheer badassitude, and god help the fool who dares to imply that their favorite character might NOT be the god-tier badass they think he is. ^^
basically, it's just a way fans can add another dimension to the material they enjoy. As you said, you, personally, don't give much of a crap about romance, so of course it doesn't make a lot of sense to you, but for people who do, supporting ships is kind of a way of supporting character dynamics they personally like to see together, rather than just the ones canon advocates.
To bring up anime again, the japanese have an obsession, it borders on a fetish, really, for childhood friend romances. if two characters get together in canon in an anime series, chances are they're bloody childhood friends. needless to say, I hate that. hate the whole concept. to me, it's just a creatively bankrupt shorthand for a romance subplot. Want romance in your story, but don't want to trouble yourself with the difficult task of showing the characters attract to one another in a meaningful way? just say they're childhood friends! Now the girl can have a tsundere crush on the guy from the start, and you can have them together as soon as they spit it out. Hence, as a shipper, I ignore the fuck out of canon pairings in anime/manga/japanese video games. XD
but I digress.
On topic, I haven't been a passionate shipper in ages, but back in the day I was pretty well known for it. some of my favorite ships include:
Ragna x Taokaka (BlazBlue)
Ulquiorra x Orihime (Bleach)
Jaime x Brienne (ASoIaF/Game of thrones)
Theodore x Female Protagonist (Persona 3, portable)
Senel x Chloe (tales of legendia)
Alvin x Elise (tales of xillia)