Video games I have no idea. I can't even say for sure if I've come across any gay characters in the games I have played...
As far as TV goes, it would be a toss between Mr. Garrison, Big Gay Al, and the guy with a mustache on Family Guy. Probably Big Gay Al with the episode in which he was kicked out of the Boy Scouts for being gay (and only in South Park would people not be able to tell he is gay), and then turns down the offer when they are forced to let him back in because that would mean they are not allowed to practice their own freedom.
But since people are mentioning musicians, my favorite gay person without giving it a thought is Rob Halford.