Grover is undoubtedly Percy's most loyal friend. In chapter four of The Lightning Thief, Grover attempts to explain his role in Percy's life as Percy uncovers the fact that Grover is really a satyr:
"'Keeping tabs on you. Making sure you were okay. But I wasn't faking being your friend,' he added hastily. 'I am your friend'" (44).
Grover's position as Percy's 'Keeper' means that Grover has a vested interest in Percy's well-being and general safety, but his loyalty to Percy is derived from more than a mere sense of duty--Grover generally cares for Percy and does see him as his closest friend.
Grover proves his loyalty to Percy time after time in the novel by helping him in his quest. Even when Percy's plan includes traveling into the Underworld to find the master bolt and save his mom, Grover supports his friend despite the possibility that if the plan failed they might never escape (284). Due to Grover's continued aid and support, Percy overcame many challenges and ultimately was successful in his quest.
In a certain sense, Rachel is a loyal friend of Percy. She has generally adopted a caring attitude and when they first met, in The Titan's Curse, Rachel helped to hide Percy and avoid detection from the creatures. Later on, in the last olympian, Rachel, the to-be Oracle, foretells of the events that will unfold in the final showdown between Kronos, the titans, the olympians, and the demigods. She foretells that one of the demigods is a traitor. To convey her prophecy to Percy, she promises to go to a school she does not want to go to and to fly to Percy, away from her holiday.
Generally, Grover and Annabeth. They helped him to fight off Medusa.