Zutara is fun to think about, and the creators like to push us all towards it just so we can be dissapointed, because it sells. But seriously when you think about it, Zuko ending up with Katara is like Princess Leia ending up with Darth Vader (minus the fact that she is his daughter...eww!) but you get my point!
I guess the reason people like to think about Zutara is because Zuko and Katara are teens and enemies, and the whole "love conquers all" theme is really attractive to young people who dream of falling in love someday or whatever. The simple fact is that Zutara would destroy the whole plot of the show. The bad guy becomes good and he and good girl get hitched and suddenly all fighting stops and there is no antagonist that Aang must fight to save the day. The creators just can't have it happen this way, because it would completely undermine two whole season's of work.
Zutara is a myth. Not only is it impossible, but it is a bad idea too.