Depending on which religion you are this may or may not offend:
Some scholars think that Jesus was in fact married. At the time, in order to be a *real* Jew, you had to be married. You couldn't be single. So if Jesus was married, then he would have had to consumate his relationship, and would have had sex with a woman (which doesn't make him straight as gay men have had sex and been married to women).
There are also theories (and these aren't quite as historical) that he and Mary Magdeline had a thing (and this also isn't from the DiVinci Code :-). If this is true, this shows another way that he could have had sex.
The whole thread is funny though. If Jesus was the son of god (and *forwarning* I'm not Christian so this isn't coming from someone that is) and sex is something beautiful and natural between a man and a woman that god created, why couldn't his son have had sex with atleast a woman while he was here?