Most of Friedman's support came from uber-GOP counties. He might've gotten MORE support from Republicans.
I'd bet more of his support was GOP than Dem, almost without a doubt. I can verify that anecdotally, if nothing else. Part of the reason why is because one of his main campaign themes was the "deport all illegals" schtick.
Of course, if he were to win the nomination as a Democrat, it would be highly unlikely he would run on that type of platform (especially as an Ann Richards/Molly Ivins Democrat). And thus, his Republican support would go right back to the Republicans (they'd probably go back anyways, regardless of platform).
There was also a lot of Republican dissatisfaction with Rick Perry in Texas. But the dissatisfied Republicans still preferred him in office than any Democrat. However, since the race was not going to be close, they felt a certain amount of freedom to send a message.
I also strongly doubt that Perry runs for re-election in 2010.