It strikes me as significant that in a series that is all about the bond between two brothers, I can't recall an episode in which Sam and Dean hug.
This question was probably better asked in August, after I had rewatched the entire first season; I can't tell if I'm forgetting a hug here.
Sam and Dean are physical with each other. There's smacks upside the head, a steadying hand on a shoulder, one grabs the other to haul him away from danger. Dean has done the latter more than Sam, most notably in the pilot episode and in "Salvation." There's even a butt-slap and a punch (both times, Dean). I've noticed they touch each other as almost a practical thing. They grab each other's arms a lot, mostly to keep their sibling from falling down, figuratively or literally. But have they ever hugged?
In Shadow, John embraces each of his sons, and they hang onto each other intensely (again, Dean moreso than Sam. Dean holds onto John like he's been saved from drowning) and there's one group hug if I'm remembering right, all three Winchesters clinging to each other.
One thing this show does so well is give you sentiment without sentimentality. It undercuts its own emotion, which makes it all the more potent. So it's appropriate the Winchester sons aren't demonstrative with each other, and yet are, like a "tell" they aren't aware of. Some families just aren't huggy, even if they are affectionate and I'd peg the Winchester clan in that category, except for the way John hugs his boys in Shadow. There are also a number of other hugs in the show -- Dean and Sam have gotten hugs from the young women they've helped.
It seems like Dean is more physical than Sam; Sam keeps his personal space boundaries, Dean's more comfortable with it, I think in part it's personality, in part that Dean's the warrior and Sam is more cerebral (if you want to docket them, which I don't like doing.)