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Sanzo:
With Hakkai = He talks to Hakkai reasonably, mostly because the demon doesn't get on his nerves so much and keeps the other two in line. If anything I would think he respects Hakkai for that.
With Gojyo = You would think that he would be a little more closer to Gojyo with him being at lest half human, but they don't really seem to have much say with each other, other than to bum fags off each other.. (oops "Borrow Cigarettes of each other", the American translation razz )
With Goku = He cant get rid of the brat, he rescued Goku only because he was fed up of the demon calling him subconsciously and since then has been stuck with him. Sanzo tolerates him as much as he does anyone, I think he would prefer it if he though he didn't have to look out for the kid. But he's the only one he hit's over the head with his fan

Goku:
With Sanzo = Like I said, he is devoted to Sanzo for rescuing him and because he loves him as kind of an older brother figure. These two are inseparable.
With Hakkai = I don't really know, he respects him.
With Gojyo = They fight all the time, mostly Gojyo saying something mean to him

Gojyo:
With Sanzo = He respects him, and I would say likes him like he does the others.
With Hakkai = these two knew each other before all four got together, He found Hakkai one day when he was injured and they became flat mates I guess, so they know more about each other than the others do. but they are almost inseparable and close friends, thought it does hint at things being a bit more heavy *grins*.
With Goku: He treats him like an annoying kid, and they are constantly fighting about one thing or another, but he likes him to, and just like with the others would do anything for him.

Hakkai:
His Relationship with the Others:
With Gojyo = Hakkai lived with Gojyo after the younger halfling found him one day, (I think it also might have something to do with their former lives?) but they are the best of friends, he seems to take a little more interest in Gojyo's well being when they are all in trouble, and he also seems more comfortable when they are alone together razz
It is mentioned in 'Saiyuki Gaiden' that these two were suspected of being lovers when they were gods...
With Goku = He treat's Goku as he would any kid really.
With Sanzo = It's hard to say who's the leader. Hakkai almost places himself as Sanzo's 2nd in command and they do talk to each other about what's going on.

Info found here

Well...mostly any fantasy you can think of. Heck I've even seen a Kami-sama in the series sweatdrop So I have no limitations to you're character's creation.

O.o uh oh....
Goku: What the heck is she planning?
I have no clue....

O.o what the heck is she gonna do with those? confused ?
Goku: Heck if I know

Once, men and demons lived together in harmony. But, when a band of rouge demonic forces seek to resurrect a diabolical monster, a dark spritual energy begins to cover the land, which causes the demons to start killing people. Now it's up to a renegade priest, a monkey king, a lecherous half-demon, and a sympathetic demon to stop the resurection and return harmony to this dangerous land.
(Condensed)

And here is some more:
Anime Description: Saiyuki Previous Page | Top of Page

This anime is based on a Chinese legend called "Journey to the West" and it is about the life of the "monkey king", known in Japan as Son Goku. He, along with some friends (in some versions of the story) make a huge wreck in heaven. His trademark weapon is a large pole-like thing that is red with gold ends, and it can change size and shape, and it was once a pin for the seas in heaven, which he stole. The gods subdue him by placing him underneath a mountain. A passing by monk finds him, and following a god's instructions, frees him, but puts a gold band on his forehead to control him. In his gratitude, Son Goku accompanies the monk on his journey to send a holy scripture the west. Along the way, they meet two other companions, a pig that they name "one with eight main problems", them being drinking, fighting, etc., and a half-man half-demon that is passive and calm.

However, the anime is only loosely based on this; the monk, who is peaceful and helpless, whose flesh makes one immortal in the legend, his now converted to Sanzo, a slightly insane monk who drinks, smokes, and fights. However, the Maten Scripture that he uses is the equivalent of the holy scripture that he was to send to the west.

The half-man half-demon is converted to Gojyo, who seems to have picked up the pig's traits; smoking, drinking, and womanizing. The pig, is now turned into a passive, clever demon who is polite and very unlike the original. Son Goku's personality is pretty much preserved, he likes to eat, and is quite immature sometimes.

In the anime, a gang of demons had previously decided to unleash a dangerous monster that spreads basically evil throughout, making other demons go around and kill everyone. The four go on a journey to kill the demons, stop the monster, and bring peace that had been lost to the world.

hey no problem and the Anime is full of funnies too. Check out the RP, there are a few vids there too

They are way too funny some of them anyway >>0