Personally I have found that it works best to simply get to know the trainers until you find one you like. Their sexuality shouldn’t even enter into your training – its not like they are going to be a private masseur or anything. In fact, I suspect the club doesn’t know who is gay or care as long as they come to work on time, do their work, and make the clients satisfied with their work outs.
Besides, if you start with a trainer and don’t mesh well with him or her you can always switch trainers. It would be politic to come up with a reason so the club doesn’t eye the trainer askance and so you can still comfortably say “hi” when you pass the trainer in the gym.
And finally, there is more than one level of “gayness.” Do you mean you want someone male but effeminate because you like their style?
Why do want a gay trainer anyway? Do you worry someone might make a pass at you so you want to know he won’t be interested (if so, just say no, and if they insist tell the club and change trainers)? Do you worry that your boyfriend will get jealous (then try a female trainer)?