You might want to try a bonding excercise that our dog trainer told us to do; and it actually worked with Rhapsody. Rhapsody is very, very independent, and I kinda felt like we weren't bonding also.
I know this sounds weird, but our trainer says its almost the best thing for bonding. . . Basically it's lay quietly by your feet. You put the doggies leash on, and go sit in a chair to read (or I do it when I'm on the computer). Sit on the leash, and leave just enough slack that the puppy can lay down at your feet. At first they might cry, yelp, or jump around like crazy. But you just ignore them - don't say or do anything continue reading or whatever, don't even let them catch you looking at them -- until they finally give up and lay down at your feet. We started with just until she laid down then I would quietly praise her and give her a small treat. Now we do about half an hour a day, and I've noticed a huge change in Rhapsody. The trainer said that once the doggies just lays down on your foot, or up against your foot with her head on your foot then that's when you know the dog has bonded. I thought that sounded crazy because the poor thing was having to lay by your feet, but my trainer was right, and Rhapsody always just lays down on my foot when we are doing the exercise now.
Rhapsody follows me around constantly, and insists on sleeping by me. I notice if she's laying by someone else on the couch, and I come into the room to sit down -- she'll get up and walk over to lay by me. She's still very friendly with other people, and very stubborn, but now I know she loves me.
Hope this helps!