Ed Brayton notes that there are gay penguins, as does the Reason magazine blog.
Pharyngula notes that the penguins stand by while their eggs or children are eaten, that they get new breeding partners each season (so it's serial monogamy without long-term commitment), and their practices could only have been designed by a cruel and heartless designer.
Carl Zimmer points out that if we are going to take lessons in morality from the animal kingdom, there are even more horrific examples available, which is also pointed out in the book and British TV series Dr. Tatiana's Sex Advice to All Creation.
The Panda's Thumb provides a similar list of links to the above, and there are enjoyable and informative comments at each of these sites, such as one commenter on Zimmer's site who pointed to this article about Boston's lesbian swans.
The variation of deviant activity in nature is greater than it is within the human species alone. I look forward to seeing an Intelligent Design theory that attempts to explain it.