Well actually, in the U.S. there is no federal statute prohibiting private sector sexual orientation discrimination in the workplace. The Employment Non-Discrimination Act (ENDA) that would prohibit discrimination against employees on the basis of sexual orientation or gender identity for civilian nonreligious employers with over 15 employees has been proposed several times, yet never passed.
There are several state that have laws though and I believe there is some coverage for Federal Government Employees.
So, in your case, as long as you are in the right state, you would be free to not hire the person simply because he is gay and he could NOT file suit. Even if the law was passed as it has been purposed, if you have under 15 employees, he would be out of luck.
Of course, this would probably not stop him from targeting your company as an awful place and bashing it all over the Internet. Even if you had a legit reason for NOT hiring him.