As a gay man I hated that question.
txrad and I are discussing a co-worker we suspect might me gay (probably), and txrad wants to ask him if he has a girlfriend. I think that is the worst possible question if you are trying to determine someone's sexual orientation.
I would suggest asking him if he has a boyfriend. Then, if he's gay, he won't be offended. And if he's straight, he'll learn how the rest of us deal with stupid personal questions.
What do you think?