Sherlock Holmes wasn't a man who would willingly acknowledge that he might have feelings of any kind; however, he was genuinely fond of his good friend Dr. Watson, his loyal companion and the only comfort to his solitude. He would be spiraling down into cocaine addiction but for him; even solving their cases wouldn't be so stimulating without him at his side.
They worked well together, and it was no secret that Holmes always enjoyed the bemused look on Watson's face as he explained how the solution was crystal clear to him.
Not that he would ever admit as much.