I've got two female budgies and they get along really well. In fact, they can't stand being separated. They are constantly preening & feeding each other though every once in a while they argue as well.....
I'm not sure they realise though that they are of the same sex. I've seen both of them trying to lift a leg over the other budgie and they seem to be constantly in breeding condition. My vet recommended that I try to get them out of breeding condition (by limiting day light hours) as apparently that puts a big strain on a budgie's body.