Alfred doesn't count because he didn't dress up like a girl and put lipstick on to masturbate. He went insane because his sister died. There is a big difference between being gay and being insane.
I'm going to have to say vamp too. But Vamp is one of the coolest villians ever
And another thing, what the fuck is with the japanese and characters with ambigous genders/sexual preferences? Almost every video game/anime. Hell, even the Story Of Ricky had one.