>> Private entities (individuals, companies, clubs, etc.) can refuse to participate in things they find objectionable (gay marriage, straight marriage, death penalty, life, whatever). There may be legal repercussions if, for instance, what they're refusing to do is to pay taxes, a legal obligation.
Not always, at least not in the UK: http://www.bbc.co.uk/news/uk-northern-ireland-32065233
Again, not commenting for or against. I just think that the philosophical arguments of where freedom of conscience butts up against other people's rights is an interesting topic.
But gay marriage is now legal in all states, so representatives of the states are obligated to perform those services. The clergy aren't representatives of those states and so they can refuse, without legal consequence, to perform services they object to.
The death penalty is legal in most states, so some one within that state is obligated to execute people, though they could potentially refuse (at the likely cost of their job, perhaps more). But a pharmacist, as a private party, is not obligated to sell the tools of execution to the state. It's their own choice.