I believe that the anime version leaves it open for personal interpretation. The only thing that really hints to them being "more than friends" is the way they react when people question their relationship. I choose to believe that they are questioning their feelings for each other. They have been friends since childhood and Winry even said that she considers them her family. Ed and Al are like little brothers to her and she's their big sister, but there is a possibility that as they grow older, Ed and Winry begin to wonder if their "love" for each other is changing into a different kind of love.
Manga version is less subtle about their relationship and Winry realizes how much Ed has matured and admits to herself that perhaps, "I might have fallen for him a long time ago" It's a bit confusing what she means though...I won't give away spoilers but you can read new chapters at http://groups.msn.com/FullMetalAlchemist/fullmetalalchemistmanga.msnw
Seems to me, Ed is focusing on his goal and hasn't given much thought to how he feels about Winry, but Winry has strong feelings for him that she can't quite place right now. Anime-wise, she's not sure if he's a bother to her or a potential boyfriend ( though it's obvious if the latter is true, she won't pursue a romantic relationship with him because she understands the importance of what he is trying to accomplish and to ask him to turn his attention from his brother and their goal to her would be selfish )
Manga-wise, she knows she's attracted to him but she's not sure what it is she is attracted to. It may not be "Him" she's in love with, but his determination and perseverance. She may be in love with the image of him becoming something great and I think she's a little bit intimidated by that because she is limited in terms of her usefulness to him and she feels like she is being left behind. Though when it comes to complicated matters like these, Edward is still an awkward teenager. No doubt at all that in both cases ( anime and manga ) he's got a crush on her. Where this will go....I can't help you there. I can only analyze and speculate.
