As bizarre as the show and characters are, more than one episode reaffirms that the crew all genuinely (if loosely, and with the exception of 790) cares for each other. The final scene is, despite what happens immediately before, positively touching.
The scene from near the end of "Supernova", when the crew believe that they are going to perish in the supernova on Brunnis. Kai puts his arm around Zev, who reaches for Stan's hand. He takes it. They then just stand there in silence.
The scene after Kai discovers Squish in "Gigashadow". Squish believes Kai to be its mother, and shows its affection by nuzzling him. Kai gives it a sweet little kiss on the head in response.
Kai: "I remember having a fondness for balloons."
Original Zev's death scene in "Terminal".
In "Stan's Trial", he shows genuine remorse over his unwitting participation in the destruction that earned him the name "Arch-Traitor".
Stan's reaction in "Nook" to Brother Trager's advances and the brother's subsequent murder - with Stan's history and character, he's the kind of man you'd expect to be a bit of a homophobe, but when Brother Trager indicates that (unlike everyone else on the planet) he's far more interested in Stan than Xev, Stan does his darndest to let him down as gently as possible, and is greatly upset when the brother is later found dead.
After accidentally blowing up a mining planet staffed by robots in "Patches in the Sky", dream representations of the robot foreman and Giggerota confront him with the fact that he does feel bad about the destruction.
In "End of the Universe" when it's obvious that Lyyeka's going to die, the crew (especially Stan) looks genuinely devastated. Her Heroic Sacrifice was poignant, too.
In that same episode 790 rates Lyyeka a 2 compaired to Xev. This might not sound very heartwarming, but consider 790's usual opinion of all things not Xev and it just might be the nicest thing he ever says.
The end of the finale, when Xev and Stan board Little Lexx with their arms over each others' shoulders as Fire-Forged Friends and not a pair of people who can't stand each other stuck in the same room like they were in the beginning.
Earlier in the same episode, Lexx tells Stan, "You are my favorite captain. I'm going to miss you." Stan is genuinely touched and tells Lexx he'll miss him, too.
Zev/Xev kissing Kai at the end of "Giga Shadow", and again at the end of "Woz". Even though Kai is incapable of returning her affections (both emotionally and physically) he still returns the kisses.
Zev: We are going to bring you life, I promise.
Kai: And if not, the rest of my protoblood will be spending it with you.
Kai: It's what I want.
Xev's regeneration in "Lyekka", and the crew's joy at having her back.