Hi Red1989! Welcome!
Lleyton is friends with all the Australian players, especially Scott Draper, and he stays with Mark Philippoussis in the US sometimes. We also know he is friends with Tim Henman.
Over Christmas he practised with Joachim Johannsen, but of course that's probably mostly because he goes out with Lleyton's sister and was in Adelaide! They do see to get on well from their comments.
He seems to practice with Roger Federer quite often (has for years, since before Roger was #1) so although we don't know if they "hang out", we assume they get on well
As for other clues ... Marat Safin said last week that he got on well with Lleyton. Lleyton has said a couple of years ago that he doesn't really know Roddick and some of the other Americans, mostly because they stick together.
I wouldn't have thought he had too many friends on the WTA since they only overlap for a few tournaments a year, but he is childhood friends with Alicia Molik.
That's all I know! Hope it helps