I feel that, instead of unsaid, it should be written down, and read again and again every day for a month, and edited over and over again, until the hurtful thing you were going to say becomes a bridge to better understanding, and then it should be said. Just don't speak in haste, if the person is important to you.
Sometimes yes. I would never hide how you feel about a particular situation but if you think it will hurt or harm someone else, or be detrimental to the situation then it is probably better left unsaid. Wisdom is the best method for deciding though.