When I was pregnant with my daughter I defined my son's role as a big brother for him. As we talked about what it meant to be a big brother he made the role his and took it very seriously. As a big brother he was very concerned about her happiness and her safety.
As my daughter grew up it became very clear that she was getting the better deal so I defined her role as a little sister and made her just as responsible for her big brother as he was for her.
By defining their roles and having them participate in the discussion they took full ownership of their roles in the family. They have become very close and are good friends.