This is very interesting and I think people are missing something here.
The cake baker didn't deny them service, he would sell them anything in the store.  He did; however, decline to use his god given (his belief) talent to decorate a wedding cake for a gay wedding which violates his religion (again, his belief).  You can't tell someone how to practice their faith or what the dictates of that religion are, but, you cannot discriminate in the state of Colorado based on sexual orientation.  This was settled with amendment 2 back in the 90's.

You have a state law saying you cannot discriminate based on sexual orientation vs the 1st amendment of the constitution.  Should be very interesting to read the decision.  Remember, the bill of rights is a negative law, this tells the government what is cannot do.  So the question is, can the state force an artist to create a work of art that conflicts with their beliefs.