My initial reaction was exactly the same. This case initially seems wrong, and it is because of the "support gay marriage" message on the cake. I 'get' that someone might be a bit put-off by being asked to help deliver that message if they object to gay marriage.

But what if the cake was just a picture of the two grooms holding hands? Same basic concept, but would it still be objectionable? What if it was something that most people would find objectionable, but is an in-joke between the person buying the cake and the person they're giving it to? What if it were a sexually-themed cake? Should anyone who owns a bakery be required to bake any cake they're asked to?

Ultimately, I come to the bottom line that a private business is a private business, and they are allowed to turn away any customer they want. If I went into a maternity store wearing a shirt that said "abortions are awesome" and the management asked me to leave, they'd be completely within their rights. "No shoes, no shirt: no service" as the sign says, but it extends to any number of other things as well. I don't like guns, so I can freely say that I don't allow guns in my store. The baker should be able to politely say "I'm sorry, but I can't make that cake for you, but there are many other fine bakeries in town that might" and not suffer any negative ramifications.

Do I agree with the baker's views? Absolutely not, but they should be free to have them without facing fines and legal judgment. The customer is similarly free to go to any other bakery in town, and to tell his friends that the owners of bakery x are not gay-friendly and to take their business elsewhere.