First, a quick discussion of how HoRella works - or rather, the dynamic.
We're used to seeing Yunho as the manly leader, but when he's with Heechul all of that changes. Because of the age difference, because of the way Yunho clearly has stars in his eyes for his hyung, because of the way that Heechul sees right through Yunho's image - well, we have a very sweet display of affection between these two. Heechul doesn't exactly coddle, but he's very sweet to Yunho. And Yunho laps it all up.
How did they get so close? It began when they were trainees. Yunho was very important in Heechul's career in two ways - one, as his dance trainer; two, as a potential bandmate.
-Yep, Yunho trained Heechul in dance. Rather, Yunho trained quite a few other trainees in dance because he was so good at it himself. And Heechul was so dreadful at it that I guess the company thought he could use with extra help. According to Heechul, Yunho was a really harsh trainer. But if you watch 2VXQ's appearance on Youngstreet, he says this with a huge smile on his face. It's clear he looks back on those times with fondness and affection.
-They were also part of a training-for-debut group called 4Seasons. Heechul's talked about this before, as well, I believe on Boom's radio. When he talks about 4Seasons, he gets really animated and excited. But we see more of how their dynamic works when he talks about Yunho, noting that he used to be their cute magnae, taking the position of Spring. Apparently when 4Seasons argued, they went ballistic. But it was a fun time - I guess Heechul likes the excitement.
Because they lived together, they have a lot of stories. Yunho is the reason Heechul developed a flamboyant flair for clothing. Because Yunho is a slob and just takes whatever clothes are laying around and will fit him, and because he used to be much shorter, he often stole Heechul's clothes. At the time, Heechul's style was simple black and white. But Heechul got fed up with it and decided to just buy crazy pink clothing to deter Yunho. It worked. And suddenly Heechul had a signature style.
He also had ammunition against Yunho's girlfriends. Of course this is speculation and probably not at all true, but even Yunho admitted it was strange that Heechul always wore pink and carried a crazy bag when they met. (He actually joked he thought Heechul was into him, because of this.) This led to a lot of misunderstandings - once or twice, a girl dumped Yunho because she thought she saw him cheating on him. No amount of explanation would persuade her it was just his hyung.
They were obviously close friends outside of work. Yunho, who takes his relationships very seriously, dragged Heechul along to help him make ring decisions for his girlfriend. Unfortunately, this once led to a clerk mistaking Heechul for his girlfriend. But what does Heechul do, rather than correct her? He plays along with it.
Heechul and Yunho go way back. They even have a kind of three-musketeers going on with Donghae. The Robbong brothers (Heerobbong, Yoorobbong, and Doorobbong) are a tight knit group. Heechul and Donghae have taken advantage of Yunho's gullibility to prank him a few times, once convincing him to burn a brand new leather jacket to "prove" it was real. As a trio, they've shared in memorable experiences, all of them together burying time capsules containing their hopes and dreams over the next five years. There's a lot of history there.
If you watch for clips, there's plenty of HoRella to see when they actually are together. A couple of notable mention are 1) EHB (where after Yunho fails to catch the ruler, Heechul mauls him for a hug) 2) Youngstreet with 2VXQ (where after they are done, Heechul gives Yunho two hugs and even buttpats) and 3) the No-Cut Red Sun filming (where if you follow Yunho in the cameras, he is vying for Heechul's attention; however, Heechul is pissed or something and blatantly ignoring him; but then Yunho takes matters into his own hands and comes over, pulling Heechul into a tight hug, which Heechul of course just melts into).
One of the most epic HoRella moments, however, happened during one of the darkest moments of Yunho's life. It was the time that an anti fed Yunho glue juice. While Yunho was in the hospital, Heechul wrote a cyworld entry full of outrage, speaking directly to the anti-fan and promising her she would be punished. He made a reference to how Yunho kind and smiling Yunho is, and apologized for not being able to think thoughts worthy as a hyung, because he so badly wanted the girl to be caught. You can find the translation here, but it was presented in a much darker way on the original cyworld page - Heechul even had a giant skull picture heading the post.
And I think that's it! :D;