So, here it is, plain and simple: Luffy and Nami are siblings. Obviously, some spoilers ahead, but nothing too much:
Here's my reasoning:
1) From the little we've seen of Nami's past, we see that she was saved as a baby by some ruined city ravaged by war. From the little we see of Luffy's past, we see that the place he grows up in is also in ruins.
2) Weather is Nami's specialty. From the few scenes we've seen of Luffy's father, he also seems to control weather.
3) Nami is the only person Luffy has ever given his hat to (this could, of course, have nothing to do with my theory, but still...) The two also bicker a lot like brothers and sisters. I used to think that Nami/Luffy would end up together, but I feel like he is meant to end up with Hancock once all is said and done. This theory would solve that dilemma.
Of course, this theory is pretty much built on guesswork. What do you guys think?