Michelangelo
Mikey is Don's biffle. For as long as he can remember, it's been Mike-and-Don, and Don absolutely adores his baby brother. He thinks he's more irritating than a twelve-page-long program that just won't work sometimes, but he adores him all the same, and would probably do just about anything to keep him safe and happy. Hurting Mikey is a fast ticket into Don's bad books, and though Don may be the more pacifistic of his brothers, he's still a highly trained ninja and knows how to make it hurt.
At the same time, Don is far more willing to let Mike fight his own battles than his other brothers seem to be. When push came to shove, he's seen Mike take on responsibility - has seen Mike on equal footing as his fellow youngest and constant companion all his life - and he knows that, childish and impossible Mikey may be, he's still an eighteen year old who's seen and done as much as any of them. He'll kick the ass of anyone who tries to hurt his only little brother, but more often than not he'll let Mikey get there first.
But, more than anything, Mike is Don's rock. Without Mikey, Don probably would have had more problems than he did keeping his head above water for those two years Leo was gone. It's true that sometimes Don may take Mike's presence for granted (as it's always been there) but if something were to happen to Mike, Don would be devastated. He relies on Mikey a lot for emotional stability and companionship, and even if recently he's been less likely to gripe to Mike about Raph and Leo, or his everyday problems, that still holds true. Even if Don doesn't realize it.
Leonardo
Don loves Leo. He has, more than once, been relieved at having another cool-headed person around in the face of Raph and Mikey, and appreciates his elder brother's presence in his life. Don probably has more faith in Leo than he will ever have in anyone - or anything - else in his entire life. He trusts all of his brothers to be there when things go bad, but it's Leo Don trusts to get them out of it. He knows Leo understands things Don can't, and can see things in a fight that Don can't, and he knows that everything Leo does is what he truly believes is for the good of his brothers. And he respects that even if he's more willing to tell Leo off for it now.
But he does respect it. And if there ever came a time where Leo came up with a plan that Don couldn't a see a single good thing in, and if, even when Don protested, Leo insisted on it, Don would shut up and follow him. And expect to survive.
Even two years hasn't changed that. Don may not be entirely comfortable with Leo, or even particularly happy with him at the moment, but he still trusts him to do what he thinks is best. Even when he's occasionally found himself jockeying for the lead, it isn't (always) out of doubt in Leo's ability to handle it.
Still, Don has some issues left over after those two years Leo was gone that need to be worked out. Badly. Because the parts of Don that do doubt Leo are still there, and the bit of resentment and fear, and they need to be dealt with before they get any worse, because Don's current mindset when it comes to Leo is, "oh, well, everything's okay now, right?" and it isn't. And even Don can't ignore two year's worth of emotion in favor of passivity.
Raphael
Don's starting to come to the conclusion that Raph should have been leader while Leo was gone. Out of all his brothers, Raphael is the one Don knows the least. It's not out of any less love of him, or any less care, but a lack of common ground and completely opposite personalities.
Still, Don loves the time they do spend together, and he loves Raph. He's always felt safest around his hot-tempered brother, and the times when they do click are some of the best Don knows. He's a bit worried that they've lost some of that, after two years of Don having to act as leader, and he desperately wants to find a way to mend it but doesn't know how exactly.
And the Nightwatcher outfit didn't help. At all. Or the shell incident and Raph killing a crew member. It's become habit to worry about Raph, and Don's been doing a lot of worrying recently. It's possible that, with time, Don will find a way let go of his anxiety concerning Raph and get over it, but that's not now.
He respects his brother though, for being able to do the things he can't. And he finds him a stable, steady presence when everything else is chaos.
Splinter
Splinter. Oh boy.
If Splinter were to say, "jump," Don would be quick to calculate the height for maximum deference and jump.
Still.
Don went through the stage every child goes through when they realize their parents aren't the perfect idols they'd always thought they were, and he went through that a long time ago. He's nearing the point now at realizing that his father is also not this great thing untouchable by time. And he's reacting to it.
Don loves and respects his father or being his father, his patient guide, and his Master in ninjitsu throughout all of his life, and he will never stop feeling that way about him. At the same time, Don's fully willing to argue with him if it comes down to that, because he's come to the conclusion that sometimes he really does know better. This doesn't mean he respects Splinter any less, it's just that Don's come to realize that Splinter is very much mortal, and that scares him a bit, because he knows all too well how easy it is for mortals, especially old mortals, to die.
His knee-jerk reaction is to fix it. And so came the cake-nazi.
April
Don used to have a crush on April. He doesn't anymore, but he used to.
Don sees April as a very necessary part of their little family. Mother and sister and best friend, an outside eye when things become a little too personal. She was a safe haven, and occasionally did really silly things that required definite continued observation. Like let four teenage turtles stay at her place night after night even after they'd already trashed it several times before with their games.
April, in Don's eyes, is a compassionate, kind, intelligent, good, and occasionally judgemental and irrational, friend. She's family.