I too was watching and wishing I had a bff like they do. I have good friends, but primarily because of location, none are in my life to this extent. If I won the lottery, I've already told my three closest friends I'm buying a cul de sac for us all to live in.
Though I wonder how realistic it really is to live in each others' lives to the extent they do. Same for the ladies in Friends, SATC etc. I also like a bit more space and privacy than they seem to have.