A University of Chicago study (http://www.sciencedaily.com/releases/2003/11/031118074946.htm) involved brain scans (this is page 4 of an article about a set of twins and the subject of the brain and orientation, etc.

A different (Swedish) study (http://www.boston.com/news/globe/magazine/articles/2005/08/14/what_makes_people_gay/?page=4) involving brain scans.

The hypothalamus comes up a lot...