Well, Pokémon Gold, Silver, and Crystal had that as well, having to interrupt her date with someone (I doubt it's Bill) to challenge her to a Gym battle. Since HeartGold and SoulSilver are remakes of these games, it's probably in there just to connect with those earlier games. And like XxM!styxX said, that was already kind of covered in "A Date With Delcatty", and we all know why she didn't go out with Georgio. XD
Speaking of this, in Pokémon Yellow (which is based more on the anime, and the protagonist is supposed to more strongly represent Ash Ketchum himself), I think when you challenge Misty, she actually calls him "sweetie", and I don't think she calls him that in Red, Blue, FireRed or LeafGreen. I don't really consider it an actual PokéShipping hint since it's game-based, but it's a bit supscious that she calls him "sweetie" in the verison that's most based on the anime, don't you think?
Ah, yes. Master Quest is my second favorite season, after the Orange Islands. I've always loved that moment of them looking at each other before that race in Pokémon Heroes. And I guess this is when Misty come to terms with her feelings. The funny thing about the episode with Macy, "Love, Pokémon Style" is during the scene after Ash gets Pikachu and Macy's Vulpix back, if you watch it with no dialogue whatsoever (whether it's English, Japanese, or any other language), you can tell exactly what's going on. Macy becomes infatuated with Ash, Misty angerly intervenes, she and Macy get into an arguement. The part I also really loved was Ash seemed to actually sense the awkward tension between Misty and Macy and decided to run away. And then Misty looks angerly at Macy as she waves good-bye to him. That just may be my favorite PokéShipping hint.
And "Gotta Catch Ya Later" is definitely a big moment because of the line Misty has, "Well, Ash Ketchum, finally, I know how you feel about me." in English. I think in Japanese it was, "It's okay, Satoshi, I know how you feel." Either way, this leaves PokéShipping open-ended to me. Misty could have either understood that Ash only sees her as a friend, or he sees her as something more (whether he himself has realized this or not). Because of "A Date With Delcatty", I would say that she realized the latter, but that's just me.