Is it just me that thinks that Mario and Luigi's brotherly relationship seems closer than either of theirs with their princesses? I mean, it's cute that they have their little sort of affectionate things and relationships with each other, but it always seems overshadowed by Mario and Luigi's brotherly love for each other. They're always going on the adventures together, and they've rescued each other too, so really I see that as the main relationship with the Mario bros.
With the princesses, I see them as friends really, seeing how often they appear together in artworks and whatnot, and obviously Double Dash where they are paired up.