Welcome to the posting side of JUB!
If you're older than twenty, say, and you're quite sure your friends won't mind, then the best technique is this -
just assume they already know. So pretend that "awkward coming out" speech took place, and just start dealing with them like they've already processed that information.
At that point, you can say things like "Funny story - I was at (local gay bar) last weekend..." or "I'll admit, I do want to see (movie), but only because (actor) is in it, and I've always thought he was kinda good-looking". Chances are, they'll all just take it in stride. If someone does go, "Wait - you're GAY?!", treat it like someone saying "Wait - you've got a BROTHER?!" "Uh, yeah - I thought you knew that."
Lex