It has always amused me how often someone will make an incredibly offensive comment about an entire group of people and then, when called on their opinions, that person will look at you in self-righteous indignation and proclaim, "I'm not a (racist/sexist/anti-semite/homophobe), some of my best friends are (black/womenjews/gay)" as if having a friend who belongs to the group that was just maligned somehow gives one some sort of moral get-out-of-jail-free card.
This tactic seems, to me, strikingly intellectually dishonest and more than a little repulsive. I will admit, I have my prejudices, I have my cultural biases and my Weltanschauung isn't nearly as broad as I'd like it to be, but when I make friends out of any individual group I've begun to believe stereotypes about, I don't automatically become immune to my own narrow-minded beliefs. Getting over prejudices requires a good deal of work, because, after all, they're as much an emotional reaction as an intellectual one.
And having a friend who happens to belong to the group you're prejudiced against just doesn't cut it.