There are a lot actually. You just don't hear about them because either they've been buried in history by straight people censoring out gayness, they're not attractive enough to be interesting to media, they're too 'freakish' to qualify to you as 'positive' even if they DO make very positive contributions to the GLBT struggle for rights (like Quentin Crisp for example), or you simply haven't made the effort to find them and they don't parade their sexuality around even if they're openly gay.
It all depends on what you mean by 'positive'. Would you consider for instance, an effeminate stereotypical gay man as a 'positive' role model? I would, if he deserved it based on the things he did not on his manliness.
Anderson Cooper is oft-quoted as a 'positive role model', and I bet it has more to do with his being masculine than the sum of his accomplishments. I mean, he's not a bad guy, but he's hardly a hero compared to the likes of... say... Parinya Charoenphol (formerly Nong Toom), the MTF transgender Muay Thai champion who was openly a kathoey (ladyboy) in her boxing years and paved the way for transgendered and gay athletes to be more accepted in Thailand:
And when it comes to famous people (as in Hollywood famous). Nowadays for us 'kids', there are a lot of openly gay young artists out there. Ferras (from "Hollywood's Not America" of American Idol fame), Jay Brennan, Neil Patrick Harris, Rachel Maddow, Dan Savage, etc.
Not to mention the older invisible cogs and machinery that drives the creative world. Clive Barker for instance, Pedro Almodovar, and countless movie directors, artists, theater directors, dancers, writers etc. that remain faceless to the general public. As well as the the countless volunteers (of whom a lot of you here on RealJock are or were at some point in your life).
It's changing these days. It's not a case anymore of too few gay men and women coming out in the public eye, it's more a case of we really are a minority and too few of us ever gain the public eye.