There is considerable evidence that Inara thought more highly of Mal than she should have, but is there any evidence that the Mal thought more of Inara than anyone else on his crew? Mal thought very highly of all of his crew, but I can't see any evidence that he thought more of Inara than just another member of his crew. This came from someone saying something to that effect to me, and me not being able to find anything to the contrary...
Yes, there is in fact an in-episode answer. In the episode Heart of Gold the one where Nandi, an old Guild-mate of Inara's, called up and asked for help in dealing with a local mayor who felt he essentially 'owned' one of the prostitutes working for her because he was sure she was pregnant with his child.
Before the big showdown, Nandi and Mal have a night together, and through their conversation it is exposed that Mal is quite attached to Inara. The next morning Nandi culls it out of Inara that she feels the same way for Mal. So yes, it was most definitely a two-way connection, held at bay by their senses of duty and propriety, not unlike Jack and Sam in Stargate.
eidylon is right. It's also worth pointing out there are a lot of little things throughout the series. Mal's treatment of Inara's is quite immature. In fact, it's how a boy might act towards a girl he liked at a young age. He banters with all fo the crew, but Inara is the only one he consistently insults. Also, we have no reason to think he doesn't respect each crew member's space (in fact, that seems like something he would do) but he trods all over Inara's (hence the running "this is why I never invite you in" bit).
Also, Inara's business with Atherton really gets under Mal's skin. It's not just him sticking up for a crew member. He's jealous at the idea that Inara might take Atherton's offer.
I just watched Serenity, and there is considerable evidence in the movie that this is in fact the case, among them the fact that he was watching the video of her, trying to improve his appearance when she waved, etc.
I'm guessing that while he had feelings for her in the series, the fact that she left made things a bit clearer for him.
Mal is rather prudish. He is the only crew member who is not sexually active (Kaylee/Bester, Zoe/Wash, Jayne/innumerable whores). The three non-crew are celibate (Book), underage & insane (River), and socially awkward/distracted (Simon).
That he apparently had no sexual relationship with Zoe over several years of intimate friendship is a strong indication of that.
Combine that with his disapproval of the entire Companion concept (intimacy for pay, sexual or not) and leaving his mother's arms for the battlefield at a young age (around 18 if we count up the years of the Rebellion + years before Serenity opens) combined with a (lost) strong Christian faith (kissing the cross before battle) and you get a man with normal urges but nowhere to spend them.