His Ultimate X-Men
comics status notwithstanding, Colossus is the most easily set up character to be gay if they were to "go there" in this Franchise. Thus far, he has not been seen interacting with any of the female characters from a romantic angle and he just comes across very...asexual. I think having a big brute like him gay would shake up a lot of the stereotypes that we gay bodybuilders have to deal with anyway and would actually educate audiences in a big way.
They could infer his gayness very simply, quickly, and without any fanfare. Remember the X2 scene of him sketching Rogue and Bobby kissing? Well, just have him cuddled up with that boy mutant he was showing the drawing to and call it a [gay] day.