Gay hotels in Rio de Janeiro make the most sense in the Zona Sul, i.e. in Ipanema, Copacabana or Leblon. If you live in Ipanema, it is not far to Rua Farme de Amoedo and the gay beach section between posts 8 and 9, where the scene has been meeting for decades. Right next door is Copacabana, a little larger and more touristy, with a wide selection from simple guesthouses to large beach hotels. The advantage of both districts: beach, bars and short distances to the metro are practically on your doorstep.
There is hardly a pure gay hotel scene in Rio like in some European cities. On the other hand, the beach districts are open and relaxed overall, so that a double room for two men does not cause any surprise. Some houses explicitly advertise their queer-friendly attitude. Which location is worthwhile depends on your plans: Ipanema and Leblon are considered quieter and somewhat more upscale, Copacabana is livelier and usually cheaper. If you are out and about a lot in the evening, Ipanema is the closest to the scene. Plan early if your visit falls on New Year's Eve on Copacabana Beach, the February Carnival or Pride weekends, as the central houses fill up quickly.