Huntress Wizard is alright enough but I can't say much about their relationship because they literally only threw her with him to try to give him some sense of romantic closure since PB and FP both didn't work out.
I only saw scattered episodes of FP and Finn together but I understand that at some point the writers decided Finn did not belong with FP for whatever reason and changed the story to fix that. I legitimately think they could have been very happy together at one point. I'm probably missing some info here.
Marcy and Finn have the most fun relationship out of any of them, or at least they did at one point when Marcy still teased Finn and could be a bit of a dick, but as fun and hot as it would have been for them to have a fling it never would have worked out due to the age difference.
Bubblegum is such an inconsistent character that I have no idea what to say. During the early seasons it was obvious that Finn's love for her was puppy love at best and that she used this to her advantage. Then they de-aged her and it seemed like they were endgame, but once they aged her back I knew they'd never really be together romantically again.
At this point I would've loved the route a previous /co/ thread outlined where PB was the final villain of Adventure Time, her crimes upon her own people and her incredibly unethical scientific and royal endeavors coming to light as Finn struggles with deciding on doing the right thing or joining her as her knight and errand boy, all the while he's dealing with his feelings towards her. Finn could have defeated the Lich or Golb or even Hunson Abadeer, but having Princess Bubblegum finally getting a proper response to her horrific tendencies and becoming the villain for the final season would force Finn to tackle not an almost all-powerful being who he's always known he'd have to one day defeat, but someone he once called his friend or even someone he once thought he could build a life together with.