Former New York City Mayor Rudy Giuliani last week skipped the wedding ceremony of his ex-roommates, two gay men who put him up at their home during his divorce in 2001. “I danced at his wedding with [his wife] Judith [Nathan], and it would have been nice if he’d danced at mine, ” said Howard Koeppel, who married Mark Hsiao in Connecticut. Giuliani, who is reportedly considering running for New York governor, recently denounced a proposal to legalize gay marriage in that state. “He’s a Republican,’’ said Koeppel, “and he’s taking a Republican stand.”