Absolutely -- is there the potential for complications? Sure, but the idea that men and women can't be friends is ludicrous; some of my best friends are women, and while there have been issues with crushes and such in the past, it has always been dealt with maturely, and never ended with cheating.
And for those who do answer no, I wonder what this means for people who are bisexual. Are they allowed to have friends at all? :)