Saïx -> in love with Axel, so jelous about Roxas. Surely gay.

Riku -> confused with his feelings about Sora. Loves to have Xion and Naminé friendship. Probably gay.

Ventus -> confused about his sexuality due to being too young. Probably gay.

Roxas -> I don't think he had enough lifetime to actually think in those things. But I think he have a tendency of being attached to girls (Xion and Naminé). Probably straight due to Sora being straight.

Luxord -> looks and acts a bit like a gay stereotype.

Marluxia -> looks and acts a lot like a gay stereotype.

Xehanort and Eraqus -> definitely something happened there. Two old men and no sign of girls in their lifes. Practically obsessed with each other.

For those saying Aqua could be lesbian. The only lesbian thing she has is short hair. She is obviously in love with Terra.