The spin dynamics of a harmonically trapped Bose-Einstein condensed binary mixture of sodium atoms is experimentally investigated at finite temperature. In the collisional regime the motion of the thermal component is shown to be damped because of spin drag, while the two condensates exhibit a counter flow oscillation without friction, thereby providing direct evidence for spin superfluidity. Results are also reported in the collisionless regime where the spin components of both the condensate and thermal part oscillate without damping, their relative motion being driven by a mean field effect. We also measure the static polarizability of the condensed and thermal parts and we find a large increase of the condensate polarizability with respect to the T=0 value, in agreement with the predictions of theory.