What kept these two together, anyway? Buddy seems to genuinely love Pickles, but he can't stop being annoyed by her. What is it about Pickles that keeps Buddy insanely jealous over her...is it the fact that she was a glamerous showgirl and he can't believe he hooked someone so exotic? Or does he really love her?

I think Buddy's comments about Pickles fall into that category of classic Vaudevillian comedy. The comedians from that era seemed to use their family life as material for their stage acts all the time. I'll bet even when they weren't onstage they were trying to polish up their act by topping each other, if they could, with one-liners about their life experiences.
I'm sure Buddy and Pickles loved each other, but I don't think their marriage was a very romantic one by today's standards. Which is Ok since the notion of a consistantly romantic marriage is relatively new. People were more committed to the institution of marriage back when Pickles and Buddy tied the knot.

Steve

I agree with Steve! Like the time that Pickles went away to stay with her mother and Buddy was lonesome so he started sleeping in the office:
"I knew I loved my wife, I just didn't realize how much I like her!"