Yes. I have like several guys, and I have remained friends with all but one. The one whom I did not remain friends with hates me because of my religion, but that's beside the point. All of the guys knew I liked them and we are all still great friends to this day even though we lie in different states.
Yes, I personally have a very close friend who is a female. I have to warn you, the sexual tension is immense, almost unbearable sometimes, but if you can deal with that you can have a perfectly healthy friendship.