Sex
Doesn't seem that they would have meaningful or great sex. Just a release, if they ever did it.
Marraige Prospects
It would take a special person to marry Trowa, and Wufei is not that person.
Hints
Well, they do spend some time together after Wufei gets defeated by Trieze, where they seem to "have a quiet camraderie at least**."
Overall
Possibly one could be attracted to eachother under the right circumstances (last two men on earth..)
but i dont think they would ever work out very well as a couple.
**quote by Lena Ban Obsidian