Go Offline in Chat for selected Friends
Facebook in the past integrated Facebook Chat and allowed you to always be online to all your friends or just not use Chat. The service for some time did not allow you to customize and block any friends. Now, with Facebook lists you can block/ show offline to those friends that you don't want to be bothered by. To do this create a list of friends that you want to show offline too. Friends-> Edit Friends-> Create a List
After creating a list, head over to Chat and click the green toggle button to set your self as Offline to those individuals.
Now enjoy your privacy :-)