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I have always thought that -です／-ます should be use only at the end of a sentence
but some japanese friends told me it sound more polite to use it with every
verbs. What should I say between, by exemple:

映画を見に行くので、今日は会えません。 (this one seems more natural for me)  
映画を見に行きますので、今日は会えません。

道にいる男は面白いですね  
道にいます男は面白いですね (this one feels definitly wrong)

彼は弟だがそんなに仲が良くないです。  
彼は弟ですがそんなに仲が良くないです。 (and this one sounds to be the correct one with me)

do you know the precise rule?
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keigo conjunctions
Use of -です／-ます in the middle of a complex sentence
-ます form appears at the end of the sentence, terminating the sentence. Using ます in subordinate clauses is considered ungrammatical, like in your example "道にいます男は面白いですね." 

However, when quoting someone or something, ます form is acceptable within the
quote, unlike with subordinate clauses. For example, ナルトはつまらないですと聞いた (聞きました)
is acceptable. It makes sense since you are quoting something that is not your
own.

The reason why ます form is sentence terminating is because it only follows 終止形
(しゅうしけい), the terminal case, which has merged with the 連体形 (れんたいけい), the
attributive form, and the two forms have the same pronunciation. So 違い also
gets ますtacked on, for 違います。
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Basic rules are:

  * **One polite marker per main clause**  
Beware that it's not "per sentence", since a sentence with coordinate
conjunctions is deemed to have multiple top-level clauses tied with them.

> 〔彼は弟だ〕が〔そんなに仲が良くない〕 + [politeness]  
>  → 彼は弟 **です** がそんなに仲が良くない **です** 。 (polite markers retained)  
>  × 彼は弟 **だ** がそんなに仲が良くない **です** 。
>
> 〔〔道にいる〕男は面白いね〕 + [politeness]  
>  → 道に **いる** 男は面白い **です** ね。 (no polite marker for subordinate clause)  
>  × 道に **います** 男は面白い **です** ね。

However, there's a bit old-fashioned honorific usage you'll sometimes hear,
which [puts polite markers even to relative
clauses](https://japanese.stackexchange.com/q/11063/7810). Basically you don't
need to follow that custom unless you're working in high-rank service industry
or speaking like a Victorian lady.

Additional examples in: [Masu te-form with
Kudasai?](https://japanese.stackexchange.com/q/33996/7810)

  * **Polite or non-polite should agree in a sentence**  
If a sentence has multiple main clauses, the politeness should agree. You
can't mix plain and polite forms together.

> ○ 彼は弟ですがそんなに仲が良くないです。  
>  × 彼は弟ですがそんなに仲が良くない。  
>  × 彼は弟だがそんなに仲が良くないです。  
>  ○ 彼は弟だがそんなに仲が良くない。

Note that some frequently used conjunctions, namely ので, のに, たら and と, have
ambiguous identity between coordinator and adverbial clause marker, thus
accept both polite and non-polite endings in polite environment.

* * *

Further readings:
[従属節の従属度と丁寧形](https://books.google.co.jp/books?id=0eprLex8sr0C&lpg=PA507&ots=4KKjyWBzvB&hl=ja&pg=PA507#v=onepage),
[従属節における丁寧体コピュラの自然さ](http://www.japanese-
edu.org.hk/sympo/upload/manuscript/20121015070919.pdf)
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