Since there seems to be some confusion on these points:
You are free to believe whatever you like. this includes, but is not limited to, the notion that there is a powerful deity answering your prayers, that members of some groups are irredeemably evil or astoundingly good, that there is no god and we are alone in the universe, that fairies exist and will help those who help them, and so on. How you develop and maintain these beliefs are entirely your business, provided that you do not infringe upon the rights of others in the process.
You are free to say whatever you like, provided that it is not slander or a threat. This means that you can announce any of the beliefs you may have, including, but not limited to, those above. Again, you may do as you will, provided that you do not infringe upon the rights of others in the process.
You are free to spend or not spend money on any legal item and at any legal business that you like. This means that you may support a business that is ideologically in-line with you.
You are free to do all of these things. No question.
However, you are not free to be exempt from criticism. No matter what you do or believe, there is someone else who disagrees. They may express that disagreement in any legal manner they choose - be it stating their criticisms (sometimes in a vulgar manner, sometimes eloquently), engaging in debate, engaging in legal protest, boycotting businesses, or choosing to patronize particular businesses.
And criticism is not the same thing as oppression. It is oppression when you use the force of law to make someone behave in a manner that your beliefs require, whether or not they share those beliefs. It is oppression when violence is used to enforce a particular arbitrary ideology. It is oppression when policies or laws require you to try to hide who you are for fear of reprisal.
But being told that you are delusional, a dick, a bigot, or some other such thing? Seeing the business that you support being boycotted by those who disagree with its policies? Having people argue against your ideas openly in the public sphere? That's criticism.
There are a few topics that we have grown accustomed to going unquestioned and uncriticized - religion is the big one, but certain ideas in politics, personal philosophies and the like also fall into this category. But the fact that criticism has long been suppressed and frowned upon does not make it invalid, nor does it destroy the right of others to criticize these matters.
I often meet Christians (both of the right wing and left wing varieties) who assure me that they are uniquely under attack and oppressed. Their evidence? Well, people criticize their beliefs, there are public figures who advocate atheism, and now they may have to live in a society where gay people have rights!
Let me give you some fucking perspective.
I am an atheist. In the city in which I live, there are multiple billboards and a number of signs which are extraordinarily insulting and state that someone who lacks a belief in a god, such as myself, is inherently bad, evil, untrustworthy, or just a sad little figure. There are not, and have not been, equivalent signs pointed towards Christians. Every time the local news runs a story about any topic that might have a religious angle, they call on a local pastor who is particularly out-of-touch with reality, and who blames all the ills of the world on people like me...oh, and on the gays. When I am around town, it is not unheard of for people to try to make me pray with them, and then to become angry when I refuse.
I do not believe myself to be oppressed. I am receiving criticism - all of it baseless, most of it stupid - but I am not being forced to do anything against my will, nor are my rights being denied to me.
I have yet to meet a Christian who has to put up with the same level of routine criticism that I do, and yet I know many who claim that what criticism they do receive is somehow a form of oppression, and is somehow worse than what everyone else receives, even though the plainly and objectively have it much, much better than the rest. They are simply whining that they are increasingly having to accept the same type of criticism that all of the rest of us have been dealing with for decades.
Let me give you a bit more perspective. In countries such as Egypt, Iraq, and Afghanastan, there are many places where Christians are legitimately opressed. They are murdered, their churches are bombed, they are attacked in the streets. Here in the United States, these things don't happen. Yeah, yeah, I know, your pastor has some story about a guy who knows a guy that was beat up for being Christian - but if you actually look up what occurred, you quickly discover that these stories are routinely either unverifiable (that is, made up) or are gross distortions of a very different set of circumstances. What's more, nobody, but nobody, makes it to high elected office without making a point of trying to appease Christians - even if the religious right claims otherwise.
Or, to put it another way:
Christian "oppression" in the United states: You are allowed to live, believe, and worship as you please. However, you aren't allowed to force my children to recite prayers to your god in a public school and state-funded time. You have to deal with the fact that I am allowed to disagree with you in public, so long as I do so in a legal manner. You are increasingly unable to force people who are not members of your church to live as if they are.
Christian oppression in parts of the Middle East: You have to hide who you are, there is a fair chance that you will be the victim of a bombing, stabbing, or shooting, and there are those within the government who wouldn't mind outlawing your existence, if they haven't already.
See the difference? When an American Christian claims to be oppressed, they are not only factually wrong, they are demeaning and insulting to those who really are oppressed.
Similarly, we hear many a member of the religious right (which, of course, does not represent all, or even most, Christians, but it a sizable political force that has largely hijacked Christianity as a label) claim that gay rights is oppression of Christians. As has been pointed out before, just as there are white supremacist churches that are allowed to spew their bile, so too will homophobic churches be allowed to spew their own. Just as KKK members are allowed to teach their children delusional things about non-whites, so too will people be allowed to teach their children delusional things about non-straights. Your right to be a bigot is not being taken away, but the cover that you have long used - that you aren't a bigot, that you are a "person of faith" who "believes in the biblical definition of marriage*" - is being questioned, criticized, and taken apart by those who see through it. You can still claim it, just as white supremacists claim that they aren't racists, they just believe in the separation of races as taught in the Bible (Tower of Babel or Israelite conquest of Canaan, anyone?), but people are beginning to see through the obvious falsehood of it.
You are not oppressed when someone else gets the same rights that you have. Men were not oppressed when women were finally granted the ability to vote. Segregationists were not oppressed when the Jim Crow laws were struck down. And Christians are not oppressed when non-Christian schoolchildren are not forced to recite Christian prayers, nor are any straight people oppressed when gay people are given their due rights.
You absolutely have the right to hold whatever beliefs you wish, to state them as you please, and to attend churches, patronize businesses, and associate with those with whom you agree.
But when you push for laws that would penalize others who do you no harm for being something that you dislike, you are the one engaging in oppression. That you may soon have to accept that same-sex couples can marry no more oppresses you than the fact that mixed-race couples can marry oppresses white supremacists. That it may soon be illegal across the nation to fire someone for being gay no more oppresses you than a chauvinist is oppressed by not being able to fire a woman without cause. You are not being oppressed, you are simply not being allowed to oppress others. Grow up and deal with it.
But you do not have a right to not be criticized. and criticism is not oppression. If you don't want to be labeled a bigot, then don't be a bigot. But act like an adult and stop whining when you get called on your bullshit.
*This routine statement pretty much proves that most of these people have never read the Bible. Otherwise they would relaize just what a mess it is as regards the rules surrounding marriage.