I'm a high school teacher in an inner city (i.e. crackheads, drive-by shootings, drugs, guns, gangs etc) high school and I take my students to see shows all the time, and most of them are reluctant to go just like your friend--they have also been raised to think musicals are for girls and gays. But, over the years I have noticed that some shows are easier for nontheater people to get into. So here's my advice:
definitely take him to see Avenue Q.........if he grew up watching Sesame St he'll think its funny and enjoy it, but you should tell him its a Sesame St send-up before the show so he'll be a little less grumpy about it.
And you can also try Spring Awakening, because I think a lot of the shock value stuff in the show is enough to keep non-theater people interested.
Chicago might be a bit of a tougher sell, because a lot of the enjoyment in that show involves appreciating the dancing, which may be too much of a "gay" thing for your friend, but, there are lots of girls in underwear.
And then there are always the Disney movie musicals, which even the grumpiest guy should warm up to just to be like "oh yeah! i remember that from the movie! wow!" Its funny how musical theater can turn even the most thugged out gangsta into an art lover.