Pique, Puyol and Cesc are so close that there is speculation as whether it goes beyond friendship. Of course, Rafina and Thiago. Xavi is friends with Casillas, which causes Casillas some problems with his team and coach. Messi always says that all he does away from the team is think about and prepare for the next game or practice, so he's not a real sociable guy.
Since the composition of the squad finished getting fixed after Pep's second year, the players say they all get along really well. They train or play at least 6 days a week for over 9 months a year, and I think they still eat a meal together after practice every day. So, even for those who don't pal around much with their teammates outside of team functions, they spend a lot more time together than most friends do.