You mean canon like Arthurian legend? Gwinevere marries Arthur but has an affair with Lancelot, and there's no happy ending for anybody... but it some versions there are threesomes!

I think Lancelot is hot, hotter than Arthur even!

I agree with this! That is, I've come to consider Arthur hot now because I read Merlin/Arthur fic that's hot like burning, but if it were just the characters on the show I'd probably be more into Lancelot. I hope we get to see more of him in season 2, and that he continues to flirt with everybody.