When I was in college a gay guy asked me out just outside the locker room. Yes, after seeing me naked in the shower LOL. I was flattered but let him know I have a gf.
I tend to attract gay guys for some reason, it's not the first time I've been asked out or had suggestive comments made my way, this was the only time it's happened at the gym, however. I have no problem with that though, I mean good for them for having the balls to approach someone, especially when they're unsure if the person is even gay or not!