I want to tell my friend about my privacy concerns without risking to reduce the strength of our friendship.
I would tell them the truth. If they are really your friends, they'll understand. Your life, your rights, your privacy, your choice! Be clear about that. "NO" is sometimes a complete sentence.
I also don't want my friend to feel awkward taking photos which include me.
Well, it is awkward if they don't get your point, don't understand how and why you feel that way.
You definately need to have a talk with your friends, and let them know. Be nice, but firm. I would recommend that you first look over the web for some articles talking about privacy and the problems that arose from there. Get some stories about lack of privacy ready, and tell them how bad it went. Understood or not, it might be awkward anyway, I don't think you can dodge this. But the best way is to tell them that many people around the world have been in trouble at their workplace or in their family, because of pictures thrown on the internet.
If they say that they're not bothered as long as the pictures are not embarrassing, search for the story of that young Austrian girl with her pictures put online by parents. (link not provided because it's in German, nothing found in English). And, hopefully, let them understand how the picture of a tiny, cute little baby/girl can be embarassing years later.
/!\ It's the internet. So, when it's online, not much you can do. Crusher, mill, grinder, you name it! But what started with a finger in the cog will end with you being shredded to parts. No more private life... And beware of the Streisand effect, when it backfires.
I definitely know that this friend and most of my other friends don't fully understand my request.
So, you're left with some very little leeway:
- be "funny" and wear a mask :) (Same as you, here. So I did it once. I let you imagine how awkward that was, but many were laughing too. Some got the point.)
- Don't go to the party or leave/hide yourself if any picture is taken (did it too. Not bothered anymore after that. Move and repeat : sorry, no picture of me. As much as needed).
- Legal action afterwards (tough way, but you have the law on your side, even though it's somehow too late.).
By the way, if you're in Germany, as your profile says, here are some related reading : what the European Laws say about Personal Data - Privacy or this study from the Centre of Interdisciplinary Law and ICT at the University of Leuven in Belgium.
From (and with credit to) @fildor comment: There is also the "Recht am eigenen Bild". In general, you have the right to ask for your picture to be permanently deleted if you didn't accept it to be taken. There are some exceptions, be sure to check if it applies.