The difference is quite small. Use the word "unos" when you want to emphasise who they are. And "varios" when you want to focus only in the quantity of them.
Q: ¿Vas a ir al cine sólo? -
If you answer is : No, voy a ir con varios amigos (you are saying: I'm not going to go alone.)
If you answer is: No, voy a ir con unos amigos. (you are saying:" I'm going to go with people that I know, but I don't give more information about them. Basically it is a way to "name" them, that's all.
I think it's similar in English:
I'll go to the cinema with several friends
I'll go to the cinema with some friends
Hope It helps