The way I see it is that Gencon and most liberals involved in protesting this kind of thing aren't too bright. Beating this law is simple. See, I'm someone who believes states should have the right to set their own social policies, and that The Federal Government has to be reigned in here. I believe that is how the guys who wrote the constitution intended it as it was how they practiced it. One cannot say gays are entitled to equality and such should be enforced federally when the same founding fathers all backed state laws banning sodomy and guys like Thomas Jefferson are apparently on record as supporting castration of gay men. That said I think this law is stupid and destructive, it only exists as a way of trying to pussyfoot around federal law and avoiding direct confrontation. Taken to it's extreme all you need to do is start creating your own religions to make a point. This can either be religions with a doctrine of acceptance, or ones that encourage discrimination against the people the law was intended to empower. For example for those who know anything about Black Islam (and you can look this up) a central tenet is that there was this ancient scientist-sorcerer named Yakub (sometimes translated as Jakob) who had an unhealthy obsession with magnets. He created the white man as a weapon to oppress the true, black, man and doomed him to servitude. That said a counter prophecy apparently exists that blacks would rise up and throw down the white oppressors and retake their proper place as masters of the world. This doctrine was in part the foundation for Charles Manson's beliefs where he talked about "Helter Skelter" which was going to be a great war between blacks and whites where blacks would win, but whites could find hope and recover by embracing his doctrines. In short your dealing with a VERY racist religion with a lot of followers, and which by it's central tenets should probably have Yakub tag teaming with Lord Xenu as they are just as insane as the scientologists (albeit taken more seriously by more people due to the racial overtones). Start creating variations of Black Islam and refuse service to whites, see how well that goes over with the law makers who by their own law can't exactly do much to stop it. Heck, entirely create your own religions and start policies intended to screw with the people who support the current law. At the end of the day this functionally isn't an anti-gay law, it's an anti-everyone law since as I understand it all you need to do is site an objection from a recognized religion, and in the US at least having something identified as a religion is stupidly easy (to the point where I've felt we need to go back to the founding fathers with our religious freedom laws as well, Scientology being a go-to example of why we need standards). Depending on the exact phrasing of this law (I haven't read the whole thing, but it's apparently complicated if room for "clarifications" exist) it might even be something you can use offensively. What happens for example if you decide to create "The church of the utility god, bringer of lights" and proclaim the divinity of the US power grid and demand that the utility companies are infringing on your religion by not ceding their entire business and infrastructure to control of the priesthood. I doubt there is anything there that could be interpreted that way to start trying to build precedents out of, but given how sloppy some laws are there might be. I know back in Connecticut one "Motorcycle Club" declared itself a religion and their leader as their pastor so they wouldn't have to pay taxes on their clubhouse, and apparently had some interesting adventures when their doctrine declared motorcycles as sacred and their saddle bags as holy ground which for a while complicated search and seizure laws. It was apparently dealt with, but the point is that the US has never been good at passing religious laws on either a state or federal level and they tend to lead to the most insane loopholes you can conceive of, this is probably no exception.
Rather than threatening to leave, maybe Gencon could say create the "Gamer" religion and declare the convention a holy gathering. They are under contract for the next few years, but depending on how they do it they could probably become really annoying, perhaps writing a complicated Scientology/Church Of The Subgenius inspired document that allows them to ban people they think will make a statement. Done correctly they might also be able to say that the state can't collect taxes off of the goods and services at Gencon (I know some Indian festivals even off of Reservations have managed to get things like this) which means that the state won't get any of the revenues it wants from Gencon, or at least have them seriously cut into. By extension imagine if every game/hobby store could claim to be a church of the gamer faith and tax exempt, and able to deny service to people who "aren't geek enough". Perhaps even going so far as having a cardboard cut out of "Saint Gary Gygax" who judges those who come through the door, silently communicating with the blessed priests running the store, and who tells them which infidels to cast out.... I mean forget denying gays services when you can deny service to anyone the voices you claim are in your head tell you to. "Get ye out of my comic shop heathen for I carry D&D books and the ghost of Gary Gygax has told me thou art an unclean infidel!"
