Actually, that's not quite true. Sexual orientation is not a federally protected class and therefore, unless your state / county / city prohibits it, it is perfectly legal to discriminate against someone because they're gay. In Philadelphia, for example, discrimination against gay people is totally legal.
The federally protected classes are: (1) Age over 40 (2) Disability (3) National Origin (4) Race (5) Color (6) Religion (7) Gender (8) Pregnancy (9) Vietnam Veterans. If it's not on this list, then discrimination is legal.