Well, this is a question discussed, debated and pondered over very often, and for really time in my colleagues' (or friends') circle. By the way, if you spend most of the time of the day in the lab, with your lab-mates, and almost every day of the week, then, your lab-mates or colleagues become your personal friends too (not a general rule though !), provided they are not nut-heads or introverts or fierce rivals. I can not generalize it, but at least for some members in our group (and including a couple of co-PhD students from an another group with similar research area as mine), the borderline between personal friends and professional colleagues is kind of a diffused one. It is a really good thing, where you not only work towards a healthy research ambiance with an extremely helpful attitude sans rivalry and competitions but also share personal stories of happiness and sorrows very often. More on this later ! ...