I'm a history channel addict. They recently did a special series on Alexander the Great, they never mentioned any bisexuality, they did however say that his father was. According to the History channel Alexander's father was stabbed to death by a piised off male concubine.
From what I've been able to gather, none of the contemporary sources said that Alexander had homosexual relations with either his life-long friend Hephaestion or the eunuch Bagos. It was later sources that claimed that such relations took place.
Dr Lane Fox of Oxford, who is one of the leading authorities on Alexander, claims that he was bisexual, but only after admitting that no contemporary evidence says so.
So despite what the gay community may say, there is no way of knowing for sure. And even if he were bisexual, that does not really mean anything with regards to present-day concepts of sexuality. Our concept of homosexuality as a lifestyle had no equivalent in the ancient world. To them it was clearly a choice, was mostly confined to the elites, and was often about power (i.e. to be the active participant was okay, but to be the passive one was shameful). So to hold up Alexander as a hero of modern-day alternative lifestyles is not appropriate.
But Alexander did marry three times.