There seems to be completely one-sided belligerent sexual tension from Gojyo directed at Sanzo. Gojyo will often remark on Sanzo's appearance, tease him with by calling him "princess" & "Cherry-chan," Sanzo gets very pissy if Gojyo touches him (Same with Konzen & Kenren), & in Saiyuki Premium, Gojyo kept a running gag of referring to Sanzo as Homo.
There's a running gag throughout the franchise of Sanzo & Gojyo using the indirect cigarette kiss, the way Kenren used to with Tenpo. Plus another indirect kiss; Kanzeon Bosatsu extracted blood from Gojyo by kissing him & injected it into Sanzo by kissing him.
The anime, especially the english dub, saw fit to make a long running gag of adding sexual tension between Gojyo & Goku, including accusations of ass-grabbing, Goku suggesting that Gojyo is closet gay/bi, & a hotel attendant walking in on Gojyo & Goku fighting in a rather erotic position, to which she runs out asking forgiveness for intruding. http://www.youtube.com/watch?v=G6pr0gVE_2o
Despite Gojyo's womanizing, his relationship with Hakkai (whom he lived with for several months) tends to be questionable, especially with their relationship 500 years ago as gods of heaven.
They also spend an entire day together at a spa in the Reload anime, and at one point have a water gun fight while wearing little towels. Then again, the whole episode was just Goku having a weird dream after passing out in a desert, this might imply something...
Not to mention that in one scene Gojyo hears Hakkai's soul cry out in anguish from several kilometers away - when Hakkai had observed earlier that he feels that his love for Kanan can't have been as powerful as he thought it was, because he didn't know something was wrong on the day she was kidnapped.
Gojyo freaks when Hakkai is almost killed in one chapter, screaming and begging him to be alive. He also yelled at Hazel not to use his powers to revive Hakkai, because he'd rather have him dead than be something else that he would hate.
Gojyo likes to sling his arm over Hakkai's shoulders and be close to him a lot.
The first thing he says to Hakkai after saving him? "This is the first and last time I ever let a man sleep in my bed."
This works as an Ironic Echo as well. Tenpou's final thoughts as he is dying are about what he needs to do and "That Person' will always be by to help clean up. The final panel is him apologizing for keeping Kenren waiting. The first thing Hakkai hears as he comes out of his coma is Gojyo chiding him for being "late waking up."
There's also a number of points where they share wordless, meaningful glances. Hakkai uses this ability to make Gojyo stop whatever he's doing and listen on multiple occasions.
Gojyo gets called a cockroach by Goku and Sanzo many times, it's mostly Played for Laughs. But in the Party Drama CD, when Hakkai called him one (it turns out there was an actual cockroach in the room and Hakkai wasn't really insulting him) his feelings actually got hurt.
If you count Hakuryuu as a male, then Hakkai is constantly fondling an extremely phallic part of him while driving.
Gah, thanks for the visual! Now I'll never be able to look at Hakkai driving (riding?) his jeep again. But let me up you as a revenge: This gives a whole new meaning to the words going slow poke.
There's also a lot of Ho Yay between the other two members of the party, Goku and Sanzo, with Goku's deep affection for Sanzo and the fact that they are constantly saving each other.
They seem to have a strange fixation on each others hands as well. It's probably some kind of symbolic metaphor for something, but still.
And people have seen it between Sanzo and Hakkai (he became suddenly irate for no apparent reason at Goku and Goyjo when they were discussing with each other if Hakkai's old friend who they met was actually Hakkai's childhood sweetheart), Sanzo and Goyjo, Goyjo and Goku (what with Goyjo and Goku's constant bickering)... you could probably write a foursome where everyone is completely in character. This has been done several times.
Genjo Sanzo was raised in the all-male environment of a buddhist monastery where the only people who became his friends were actually in love with him, since he was so beautiful as a young boy (as seen in the Talisman Master storyarc and the movie). It was also a common rumor that Konzen was actually Komyo's catamite.
It should be noted, however, that Sanzo is a grouchy antisocial type who is usually averse, rather violently so, to both physical contact and small talk even with his close friends, much less random strangers.He has good reason too.
Saiyuki is a story about four pretty guys traveling together on an epic journey, spending most of their time in close proximity. There would be too much Ho Yay to list here even if the mangaka wasn't a former yaoi doujinshi artist who deliberately adds to it.
Let's not forget Hazel. He has a musclebound bodyguard that follows him around, Gat; greatly admires Sanzo; and Ukoku seems to mess with his head some, too.
In the Tokyo Pop Translation, Sanzo asked Hazel on why he's interested in him joining him, which includes asking him if he has a crush on him.
When the ikkou found out that Hazel and Gat had broken into their hotel room, Sanzo asked them why they're coming back to them. Hazel's answer was that he wants to see Sanzo again, which made Sanzo growl at him. (turns out he was just joking around)
Or Homura, the second season antagonist, who has an odd obsession with Goku and there are moments when they share some very interesting innuendo (Goku was chained to a wall that time and Homura was asking Goku to worship him instead of Sanzo).
Kougaiji and Dokugakuji also have some interesting moments as well. Doku thinks that he's become quite attached to his prince. Not to mention all of the times he has to rescue him after being beaten by the Sanzo party.
All four main characters, especially Sanzo, have a habit of having their male rivals get a little too interested in them. Goku has Homura, Hakkai has Chin Yi-Sou and Nataku's dad hit on him once, Gojyo had Kami, and poor Sanzo had Hazel, Go Dou-Gan, Rikudo, a bandit who tried to rape him as a child, and that one guy from the Reload anime with the puppets, not to mention Goku himself and Gojyo has also commented on Sanzo's looks.