Is it normal for guys to have close friends?

I'm gonna try to keep this brief. I've had trust issues ever since I was 11. I've always had shallow friendships that sort of drifted away. I didn't really miss them when they were gone. And they always did little things that would annoy me to the point I couldn't be around them all the time.

I have this one friend who I've known for years. We hang out from time to time, but mostly just at school. About 2 years ago I started caring for him in a protective sense. With the exception of my mother I've never felt this way about anyone else. This was also when I first started missing being around him, but it wasn't to the point where it bothered me.

The other day he came over and spent the night. We talked about all kinds of stuff I've NEVER talked to anyone about: sex, politics, religion, "bedtime habbits", etc. I don't know why, but I trust him. It seems like I don't have to uphold all the male stereotypes around him (he breaks half of them himself, though he gets defensive if you mention it). For some reason, I also miss not being around him. I'd do pretty much anything for him without a second thought as well, to the point of placing his happiness above my own.

Both of us were raised in conservative backgrounds, and he claims to be straight. Sometimes he makes me wonder though. He acts homophobic, but makes gay jokes all the time. Like the other day on xbox live he made a joke about giving me head and I was like "go to prison for that" in a joking way, then he's like "that's kinda gay" in a deeply disturbed way. He knew we knew he was joking so I'm not sure if he was trying to hide something or he just afraid the other guys in the party would take it the wrong way.

I've never had a friend I felt this way around before. Is it normal for guys to have close friendships like this, or is our friendship really screwed up?