I'm a huge J/C shipper, but I don't know that I'd have wanted it to happen in, I don't know, season 4 or something (although I would have LOVED to see something along the lines of Isabo's Shirt that at least acknowledged and 'resolved' it rather than just letting it hang for seven years and then trolling everybody at the end). I would have preferred it either happen right at the end (either in the last handful of episodes or in the very last ep), or to leave it completely open. (ANYTHING but what we got, lol.)
I've seen relationships happen on shows between couples that previously had a lot of UST and it often ruins the dynamic and the show - a case of 'be careful what you wish for', I guess. On the other hand, I'm really looking forward to seeing how their relationship will work in the novels, so maybe it would have been handled well - I doubt it, though, to be honest.