My old latin professor used to say that Caesar's catchprases (Alea iacta est and Et tu, Brute?) were probably spoken in the Greek language. I read Plutarch so I found both of those quotes there (in Greek obviously), but are they the original wording or just a translation?
Those catch phrases were originally recorded in Greek, yes, but that doesn't necessarily mean they spoke Greek in their private lives. Think of how upper class British in the early twentieth century had a large repertoire of Latin phrases (nil nisi bonum, ecce homo, etc). Greek was a mark of elite learning, and so being able to use it in conversation was a powerful mark of distinction.
That being said, I have heard arguments that Greek was the private language of the Late Republican elites (unfortunately, this is from personal conversation and lectures, so I can't cite it). I am very unconvinced by the argument, particularly in light of Cicero's translation, which he explicitly said was to allow philosophy to reach a wider audience. However, it is an argumenet people have made.
Like Tiako said Greek was frequently used by members of the elite and they many embraced Greek culture, language, art, and philosophy. This phenomenon - known as philhellenism - became quite popular among members of the Roman aristocracy and the fact that many of them new how to speak Greek is well documented. We know that Fabius Pictor wrote the first Roman history in Greek, and his example was followed by many others. L. Licinius Lucullus is mentioned in Plutarch as having been fluent in both Latin and Greek and claimed to be able to write in both as well. He apparently wrote a history of the Marsic War in Greek on what essentially amounts to a dare, but it hasn't survived.
However, Erich Gruen writes in "The Hellenistic World and the Coming of Rome," where much of my information comes from, that there was also a well-documented stigma surrounding philhellenism. Just as much as there were was a kind of reverence for all things Greek, there was also a very vocal opposition that created a negative attitude surrounding philhellenism. Cato was among these opponents and his anti-Greek sentiment rang far and wide in Rome. But we can't ignore this as the ravings of one man. Plautus' plays indicate a similar cultural aversion to Greeks and on one occasion in 154 BCE a theatre was halted by a senatorial decree on the grounds that "Romans should not become addicted to Greek pleasures." Even that history that Lucullus wrote that I mentioned above was apparently sprinkled with Latinisms to underscore the fact that a Roman was the author.
So before I go on too long about philhellenism as a whole and with this evidence in mind I think that so long as they were in Rome and dealing with Romans it was likely that they spoke Latin. Like Tiako mentioned they would likely have had recurring terms or phrases to use as marks of distinction. However, Greek was extremely common east of the Italian peninsula so they would have had ample opportunity to engage in Greek if they were so inclined.