I am a female and I've ALWAYS been better friends with guys than girls. DH learned this when we were dating (actually, probably before we were dating).
My best friend is a guy and we've been best friends since we were 3 years old. DH doesn't really like my bestie, but he understands that he's like a brother to me and that I would do ANYTHING for him, as he would for us. We've even talked about taking a trip together, just him and I. DH questioned this, and I told him that it would be much more enjoyable for me to do this than, say, take a trip with my sister (who I love, but we do not see eye to eye on many, many things). In the end, we never took a trip just him and I. After talking to DH about it, he said he would have been ok with it, minus what other people - like his mom, etc - thought.
He and I have seen each other through a lot of things, triumphs and tragedies. He's left work and driven 200 miles at 3am just to make sure I am ok and hug me in person.
To me, a friend is a friend, no matter their gender. If you have a true friend, hang onto them, because they are such a blessing! I had given up a couple of very serious relationships because they could not get over this friendship that I had with this guy... The way I looked at it was if they can't trust me on that, then there's nothing to build our relationship upon.
With DH, I think the thing that really made it ok for him was knowing that we weren't hiding anything. He could pop into our conversation or visits or whatever at any time. He knew that bestie and I have no boundaries, but that the thought of anything sexual between us repulses us both - he's seriously like a brother to me.