I think Regina does love Henry–not a healthy love (she is controlling and tried numerous times to kill his loved ones out of spite and paranoia) but it is a love (closing to obession) nevertheless. If she truly did not love him, then why would she have kept him? Mr. gold practically spelled it out for her that Emma was the daughter of Snow White in one of the earlier episodes–and Regina is smart, so it was easy for her to put it all together on who Henry’s family really was. Yet she still kept him. She had threatend and was going to kill Prince Charming, she had tried countless times to kill Emma and Snow White, and she had killed King Leopold. But not once did she lay a finger on Henry. Also, if she wanted Emma gone so much, why not just hand Henry over? As much of a hero as Emma is, her love and concern is firstly for her son. If Regina had asked Emma to leave in exchange for custody of Henry, I have no doubt that Emma would have done just that.
Many people mention all the time how Regina killed her father, who was one of the people she truly cared for, but it is interesting to note that, despite her love for him, she did display resentment towards him. That is probably due to her past with Daniel, her mother, and King Leopold. Granted, it does make me worry for Henry–she could easily view him as such, though in the last episode, she seemed not the slightest angry at him, despite the fact that he was happy about the curse being broken. Despite that, her anger is unpredicitable at times, and even the smallest slight that send forth waves of rage at her victims.
There is also the last episode. Regina did not even try to deny the existence of magic–she admitted it outright that Henry was right the whole time, and was right away willing to go to Rumpelstiltskin, despite not trusting him (with good reason). And she did show remorse–when Henry was lying in bed, she apologized–I think this was the first time that the consequences of her actions hit her hard. Never had something like that happened before, other than Daniel being killed (though that wasn’t her fault) and it was the first time she truly showed remorse, the other time being when she left the Mad Hatter (though she did try to justify that).