They cannot be close friends. That is the big rule. If you become close, one or both of you is going to want to be more than just friends. Then it becomes a different situation, for better or for worse.
It's good to have guy friends. Males are half the population, after all. You're bound to click with some of them, it's natural.
Guy friends have a different perspective on things, they have knowledge and expertise in areas that traditionally women don't have, they are often really funny and entertaining, they don't get caught up in a lot of friendship dramas.
They make life a little more full.