I prefer a mix, myself. Solas-type romances with core party members are interesting and enjoyable, but I also like sweet romances with characters whose personal quests aren’t necessarily mandatory, and even with individuals who don’t party up with you. Tin Star has been mentioned, and it’s indeed a good one.
The main concern I have with the side romances is: don’t half-ass them, don’t just use them for fanservice and make sure that they have at least some tie in with the plot. Ass Effect…err, Mass Effect, I’m looking at you, with Kelly Chambers and Diana Allers. The game doesn’t even count those characters as real romances, for Ceiling Cat’s sake, and they’re just there to have a hot bi girl to have naughty scenes with. Kelly’s role in her own game is entirely focused around being someone who likes to dress up in a bodysuit and dance for you.
Also, there’s an obscure IF game called The PK Girl which illustrates what I mean about tie-ins with the plot. (NB: I don’t recommend the game unless you enjoy a sexist pig’s idea of a romance game.) Four of the romances are “in-party” (the telekinetic sisters, their normal friend and secret keeper, and a secret ally), one is with a villainess…and three are just other girls you can meet and who aren’t connected to the game’s plot at all. Two of whom you’re not likely to meet unless you go well out of your way! One of these plots is moderately engaging in its own right, but still, it was jarring game design. One such romance was a nearly pure “insert gift, receive love” romance, but it was at least well-executed and fit with the character’s plot so I didn’t mind it. And a third such romance? Was a nearly pure “insert gift, receive love” romance with neither of the above qualifiers.
For a good example…um…Tin Star has been mentioned. I think Lords of Infinity is doing a good job of making the fiancee feel relevant, even if she’s a bit bland and passive by design (which works for making Cataphrak’s intended point). I can’t think of a lot of others, it doesn’t seem to be done too often (at least in games where a “party” is a thing and romance is optional). Tokyo Xanadu did make the relationship scenes with Shiori fun despite her not being a party member, but the game doesn’t have full-on romance options, nor a choice of who you end up with.