Answer:
I'll answer with each sibling.
Janet: he adored her, she was almost as successful as he was, so they understood each other. They were closest.
LaToya: before Jack Gordon, they were inseparable, and with them being 2 years apart, they were closest in age and bond. After Jack Gordon, because of what happened, they were a bit "strained" but they were good as shown with them being together very often, and her supporting him in the 2001 molestation trials.
Jermaine: This is a classic tale of jealousy. Michael made the Jackson 5 everything it was, but jermaine thought otherwise. He made a "diss" song about Michael. They weren't really seen together, so we could assume that they weren't close.
The less-important brothers: unknown. We don't hear about them much. There have been times where they were said to ask him for money, but we really can't say.
Rebbie: She was much older than Michael. About 13 years older. Rebbie was already out of the house when the Jackson 5 became famous. She was the only one that lived "normally."