From what I remember, didn't he like men AND women? (Not uncommon for his day) But there is hope, kinda... Baz Luhrman has an 'Unnamed Alexander the Great Project' in progress, i guess, which does deal w/ the relationships and homosexuality of Alexander. The downfall to said project is that Alexander is to be played by Leonardo DiCrapio. I feel Leo can only play whiney young boys and I'm quite scared by him playing the role of the man who conquered the known world. BUT there is a light when all other lights have seemingly gone out. Nicole Kidman is to play Olympia in Baz's production.
Also, I think that Oliver Stone's piece isn't supposed to dwell on or deal with Alexander's relationships so much as it is to deal with his conquests (of land, not so much of people, ha) so Oliver's movie would be for the macho men out there while Baz's would be for the slightly more intelligent folk. ;)