I'm gunna say Lady.
Sparda sacrificed Lady's ancestor to seal off Teminigru, so I feel like it's only fitting that the violence of their ancestry be resolved with Dante and Lady being together. The dynamic nature of their relationship is so good too. While Trish remains at the Devil May Cry, Lady has the ability to go back and forth, unchained and able to taunt Dante or be his support whenever and wherever she wishes. But because she doesn't live at the Devil May Cry, I feel like Dante's going to end up being closer to Trish, which is the price Lady pays for living on her own.
Apart from the fact that Trish looks like his mother, Trish is always there. She's going to be the one Dante trusts completely and the one who helps him make the tough decisions. Trish is Dante's rock, and essentially his mother figure who he trusts and leans on when things get tough. It's tragic though, no matter how close her and Dante are and no matter how much she loves him, they'll never be together because her face is Eva's. In that way Trish has to be canceled out. I mean Trish knows it and probably hates herself a little for it.
Example: Lady arrives at the office in DMC4, and the second Lady has Dante's attention, Trish walks off with Sparda and steals the show right back from Lady. The two of them are obviously in a subtle turf war for Dante's affections. Trish has the high ground in that she's closer to Dante, but her low point is that their relationship isn't romantic. Lady's low point is that Dante confides more in Trish than her, but she has the high ground in that Dante is captivated by her whenever she walks into his life, and back out again; something Trish seems to emulate in the anime by leaving the Devil May Cry office. Even at the end of the game, when the two are fighting over the money and they both turn to Dante, waiting to see whose side he'll pick. But in true Dante fashion, he isn't gunna pick sides directly between the two. In the end, Dante doesn't protest and Lady still wins, but he still takes back the edge in their romatic relationship by letting her tag along to fight demons, "but don't expect to get paid."
In any case, Lady has my vote. DMC3 is the prime example. In every DMC game, you see Dante change someone. Dante encounters Trish and turns her from the path of evil, Dante keeps Lucia from doubting herself in DMC2, and even Nero in DMC4 is guided and sent on his way by Dante with the token of his trust and goodwill: Yamato, which helps Nero come to terms with his demonic heritage. Dante helps each of these characters by imbuing each with the virtues of his soul: goodness, caring and love. This not only draws them to his side, but makes them better people in the end. Of course who better a foil for Dante than Vergil: The consummate loner who puts value in others so long as he can use them? At any rate it's fair to say that only one special lady affected Dante in the same way he affected her.
In DMC3, in the library, Lady and Dante finally fight. They've been going at it back and forth. Lady is sheer will for revenge and Dante is blinded by his grudge match with Vergil. But after his fight with Lady, her strength passes to him and he realizes something about himself. "At first I didn't give a damn. But because of you, I know what's important now." Lady then gives Dante Kalina Ann, and the will to push forward. Even at the bottom of Teminigru, its Lady's motorcycle that Dante uses to fight his way back to the top. Another example is Dante's words to Vergil in their final battle. "And right now, my soul is saying it wants to stop you!" A line echoed by Lady telling Dante that, "my soul is screaming, demanding me to kill him [Arkham]" Dante even names the Devil May Cry office after Lady comforting him over the loss of Vergil. "Maybe even a devil may cry when he loses a loved one .." And in return, Dante gives Lady the one thing she's desperately searching for: her sense of "self." Rejecting the name Arkham gave her, "Mary," Lady is fighting to rediscover herself and find out if she can even be anyone else. Dante is the one who gives Mary her true name, and true sense of self, just as she instills within him the courage to face his past and become the confidant and responsible man we see in DMC1. Essentially, they both help each other, together. And just as she gives Dante the will to finish Vergil, he gives her the same name she tells her father before she kills him: "My name is Lady."
In the end, it's clear that they grow up together, from punk kids to sexy DMC4 adults. Even though Dante's characterization in DMC4 wasn't exactly as spot on as it should have been. Anyway I tend to go on long rants, but I've had a crush on Lady since I was 13 sooo if that's a reason enough ...
Upon further thought, it's interesting to see how the DMC series uses the giving of items as a metaphor for carrying on with life.
Dante (Name) ---> Lady
Dante (Sparda Sword) ---> Trish
Dante (Yamato) ---> Nero
Dante (Coin) ---> Lucia
and notably the only one to ever give Dante anything, is still Lady:
Lady (Kalina Ann) ---> Dante
Lady (Shop Name) ---> Dante
Lady (Motorcycle) ---> Dante *just kidding he kinda stole it*
but I actually forgot the most important lady who gives something to Dante:
Eva (The Amulet) ---> Dante
anyway, food for thought, be my guests to speculate as you may