I think it's incredibly entitled to want the government to punish private businesses for refusing to do a job. Not everyone has to agree with your ideas or provide you a service. Getting the state involved to literally force a small business to make a cake is an insane, authoritarian over-reaction. The fact that it seems OK to you because you have no problem with gay marriage (neither do I, btw) is really besides the point.
By all means - boycott the bakery. Call them stupid for the bad PR and lack of work they'll get for not making the cake. But coercing them under the threat of force to do a job they don't want to do? Absolutely insane, and I can't agree to it.