There is a gay football player named Esera Tuaolo of the Atlanta Falcons. He is a gay Christian and the San Jose Mercury News wrote a beautiful story about him and his Christian testimony. I tried to get a link to this article, but it wouldn't work. To read this article, go to Google News and type in "gay NFL player" and click on the first story that has his name in it.
It bears mention that he is retired and did not come out until after he retired. I saw a one-man show of his at last year's Minnesota Fringe Festival. It's basically autobiographical, and he talks about how utterly forbidden coming out whilst still playing is. I believe his autobiography is also out right now. He's a great man worth getting to know.