My specialty is the Scotch-Irish GAYs of the colonial Pennsylvania and Virginia frontiers and I have a page on my website which considers
the GAY Surname in some depth, and which also surveys all the principle lineages of American GAYs. Right now, this page doubles as my ancestral GAY page (I am myself descended from one of the frontier VA families), but I will be splitting that part off and developing a separate, more extensive page on the Scotch-Irish GAYs in due course.
Much has been published, formally and informally, on these Scotch-Irish GAYs and much of it is deeply faulty, due to the difficulty of genealogical research in an era and place where there were essentially no vital records. The only thoroughly reliable published source heretofore on the early families is the work of Dr. Robert H. Montgomery, published in a couple of articles, "Gay Families of Augusta and Rockbridge County, Virginia", and "John Gay of Sadsbury, Lancaster Co., PA", over 50 years ago. I have built on the work of Montgomery (who is a cousin in my John Gay line), found a few sources which he didn't, and gone beyond him in a number of ways. And my research is ongoing, especially in colonial Pennsylvania.
I will be happy to field any questions which members might have about these early Scotch-Irish Pennsylvania and Virginia GAY families.