My favorite comics friendship is among Emma Frost's second Hellions: specifically Cessily Kincaid (Mercury) and Julian Keller (Hellion). Neither of them are really in the spotlight right now, so we don't really get moments between them anymore, but I'm a big fan of their relationship back in the day.
The thing about these two is that they have this great brother-sister vibe. They watch out for each other, they joke, they fight, they lean on each other when their friends are dying (listen, it's tough to be an X-Kid, what can I say), etc., and there's no romantic undertone. When Hellion hangs out with Mercurt, he's actually a nice guy. It halfway makes me want to ship the two of them.
The truth is that the connection between all of the Hellions (Mercury, Hellion, Tag, Rockslide, Dust and Wither--and X-23, even though she was never officially a Hellion) have with each other is something special. (Which is funny because it seemed like at the beginning of New X-Men that the guys we were supposed to identify with were the New Mutants, and the Hellions were supposed to be antagonists.)
Anyway, here are a few moments that showcase their friendship:( Under the cut. )