Well, they call each others by first name, right? Hm... not quite. There are small differences in how each crewmember addresses their nakama, and all goes along with their personality!
Luffy calls everybody by first name. This applies mainly to his crew though! Luffy is well-known for making up nicknames for other people. And this is because he doesn't bother to learn their actual names!
Zoro calls everybody by first name EXCEPT Sanji. To date, he NEVER addressed the blond by his name, not once. He usually calls him "cook", "eyebrow" or something more offensive.
Nami calls everybody by first name EXCEPT Sanji, whom she calls Sanji-kun. The suffix -kun is used to address younger/peer males. It's fairly casual, but less casual than first name basis. Whatever that means it's up to your headcanons. ;)
Usopp and Chopper call everybody by first name.
Sanji calls the guys by first name (sometimes he addresses Zoro with nicknames, usually "marimo"). Nami is Nami-san, and Robin is Robin-chan. Fun fact: it's natural for him to add the suffix -chan for the ladies (a cute suffix that's meant to cut the distances), but Nami seems the be his only "san". Once again, up to your headcanons, but Oda straight up stated that she is special to him.
Robin calls everybody by first name, but only since after Enies Lobby (sometimes Nami is "Nami-chan"). Before Enies Lobby, she used to address her crewmates by their role and add the suffix -san: es. "captain-san", "swordsman-san", "navigator-san", etc.
Franky uses first names, but he likes nicknames as well. Nami was often "girl" or "chick", Usopp may be "Longnose", etc. Lately, he's been losing this habit. One exception is Robin, he always called her by name. ;)
Brook adds the suffix -san when talking to his nakama. This, together with his way of speaking and behaving, shows our skeletoon is a bit old school.