Gary Kleppe opines:

In fact, it was established early on in the series that Ataru would marry
SHINOBU.

It was a story where Lum accidentally projected the two of them twelve years
into the future, and they met Ataru's future child. It's story #11 in Viz's
Urusei Yatsura "Perfect Collection", titled "We Are the Children".

This was disestablished in the Inaba stories.  It's one of the destroyed 
futures.  Also, Shinobu ends up dating Inaba, and would never go back to Ataru.

Admitteldly, there were a bunch of futures in that story where Ataru and Lum 
don't end up together, but they're all shown to be pretty awful.

I think it's pretty reasonably established by Takahashi that if they don't end 
up together, they'll be miserable and that Ataru would never consent to live his
life without Lum.  (This is all straight from the manga--the movies are even 
firmer on the subject :-) ).

Gavin