Close Friends

This keep bothering in my mind lately..
Are we suppose to be ourselves whenever we are with our close friends? like doing whatever you want, saying whatever you are pleased.. or to be more polite and consider every thing you do or say?
A friend told me that, i should just do and say whatever im pleased with my closed friends because we are close, so we wont get hurt and will just laugh off even if the things said isnt pleasant to listen..
But still, to the very day now, i wasnt able to do that.. because what i think is that.. since they are our closest friend.. we should actually consider our words or things we do because i want to minus every single rate that can causes misunderstanding or argument that can actually ruin our friendship.. However, the feedback i get was .. "we wont get any closer if you remain that way." so which one should i actually follow? O_O