It is flat out illegal for a bar to refuse service to a heterosexual couple. What is on more shaky legal ground, however, are ladies nights. Once can make the argument that differential pricing on the basis of gender is illegal.
That depends entirely upon local law.
In Florida a bar could refuse service to gays or straights.
In Oregon a bar would be prevented by law for refusing service to either based upon their sexual orientation.
I think the whole ladies night thing has gone to courts before, but I can't remember the outcome.