I chalk it up to his mysterious and silent nature, women love the strong, silent type I guess. Regardless, his story his probably one of the more depressing ones of the main party.
I mean, the he loses the woman he loves, who then gives birth to the penultimate antagonist of the game, so...yeah that's gotta leave a dude with some emotional baggage.
The first time I finished FFVII, it was Vincent who dealt the final blow (not counting the last "you can't lose this even if you are retarded" fight at the end) , and it was quite meaningful to me, in a way.
Also, I've been spending a lot of time on the Final Fantasy Wiki lately, and had no idea that he's not a particularly strong character, stat-wise.
So that's Vincent, the character whose fanservice went so far as to have an entire game devoted to him in the franchise. Not bad for a goth.
Also, I have to add an addendum to the write up I did on Barret. I just finished the first part of his story, when you return to his hometown and have to fight Dyne. That guy has been through a lot of shit (well, both of them did, they just handled it differently).
After that chapter, I got a little more respect for the dude. Also, that fight where Barret goes solo against Dyne was totally easy this time. Although, that may be because I'm a bit overlevelled, and made sure that Barret wasn't the lowest level character in my party this time >_<