I ship Keiichi with every female in Hinamizawa. Period. Haha, I'm joking, but seriously, I ship Keiichi/Rena and Keiichi/Mion.
The cool thing about Higurashi ships is that Higurashi has so many worlds that anything goes! I definitely have to say that Keiichi fell in love with Rena in Onikakushi-hen, but that's circumstantial evidence. He could have meant either Rena or Mion, even if it was unlikely that it was the latter. I personally lean towards Rena in that case.
In Tsumihoroboshi-hen, Rena fell in love with Keiichi, beyond just her crush. The thing is though, Mion always gets the short end of the stick in all arcs except Matsuribayashi-hen.
Although I ship Keiichi/Rena, I feel like Mion wouldn't be able to handle that very well. It's obvious that at the beginning, Rena had a crush on Keiichi, but I don't know if she would actually do anything about it. I don't really see Rena and Mion becoming rivals over his love like Higurashi Kira depicts, and even if they did, I don't think they would be that aggressive. I think they would handle it much more realistically.
For instance, I think one of them would realize the other girl's feelings and back down immediately. I could see Rena doing this first, as she is the most observant and mature in the group. I suppose Mion could also do this but I just don't think she is mature enough to handle those feelings.
Enough about them for now, though. What about Keiichi's feelings? Well, I think it goes a little bit deeper than Keiichi being dense and clueless. Before he came to Hinamizawa, he didn't have any friends and he was bullied. He had charisma, but little social experience before arriving in our happy little rural village. I think Keiichi really holds his friends dear and doesn't want to hurt anyone. I think he's afraid of change. I think Mion and Rena are afraid of change as well. They don't want to hurt each other.
As for homosexual ships...
Personally, I don't understand Rika/Hanyuu like other people do. It's difficult for me to ship them because Ryukishi07 made it very clear as to what their relationship was in the sound novels. Hanyuu is Rika's mother figure of sorts, who carries guilt for having "caused" Rika to disrespect her parents. So she prefers it if Rika sees her as a sister figure, but Rika was like a little baby chick when she was born, haha. So I find it a little weird, but y'know. People have their ships, I have mine.
Personally, I ship Rika/Satoko. If nothing else they're at least to have a crush on each other in their new happy future. I mean what pair of best friends doesn't have a crush on each other at some point? Or is this just me? Oh dear. Anyways, that was just some food for thought.
I agree with ScheiSePassiert here, I don't really see the point of the Rika/Hanyuu ship, since Hanyuu is supposedly a mother figure to Rika. And her ancestor, but whatever. Hmm, I mostly ship Rika/Satoko, Mion/Rena and Shion/Satoshi. I used to like Keiichi/Rena, but I think I prefer them as good friends with a secret crush on each other >w<
Synopsis: Juniper Jamison is assigned the position of guardian for "deities", humans with superhuman abilities. Will Juniper be able to protect these hermetic humans from their mortal enemies, or will her occupation be the beginning of the end?