The funniest group of all of these has got to be "DOJ Pride". This organization defines itself as:
The Gay, Lesbian, Bisexual, and Transgender Employee Association of the U. S. Department of Justice
This is an organization we really need. You know, to make sure nobody hogs the gay computer operating system market. (Programmed entirely in LISP, of course.) It would be a real travesty of justice if every time I turned on my computer, Richard Simmons was there to tell me I've got mail. If "DOJ Pride" decides to get a mascot, I recommend a transvestite holding a scale. Maybe with a pink robe.
I guess the point is that there really is no other common, similar use of the word "pride". I can, however, imagine terms like "athletic pride" or "military pride", to signify pride in a school's athletic program or a country's military. And indeed, a Yahoo search does bring up these phrases with such uses. They're not common, but they exist.
So if "military pride" is pride in one's military, "gay pride" must be pride in one's gayness, right? As opposed to "I happen to be gay, and I happen to be proud", the phrase must mean "I am proud of the fact that I am gay."
So what's to be proud of? I'm not particularly "proud" of the fact that I prefer sex with women over men. Why does "pride" enter the equation just because another man's ass is involved? I mean, I like sex as much as the next person. I like doing it, I like thinking about it, and I like planning to do it. I even like thinking that I might be doing it, and doing it while thinking about how much I like it. (And thinking about how I was just thinking about it before and voila, here I am doing it now.)
It should be clear; I really do not have anything against sex. Nevertheless, I can't say that I'm "proud" to do it or that I can do it. It's an enjoyable activity, but it's part of my nature.
I'm not proud that I have two arms instead of three, nor that I like ice cream and not Brussels sprouts. Now, you could say that I'm proud of my philosophy. Or the amount of weight I can curl in the gym. You might even say that I'm proud of my abilities in having sex. Not that I have sex per se, but that I haven't gotten any complaints about how.