That was the topic du jour last week. While I found a number of relevant pieces, from the Wikipedia piece to a 2003 brief study on the UCLA site, with statistics, I wasn't finding much from Census other than:
1) There were 3 million owner-occupied homes in gated communities;
2) 6.7% of people now live in them; and
2) The 2010 Census will be complicated by them, as the needs between security/privacy and the government imperative will likely clash big time.
But where are those hard numbers? Eventually, I called the folks doing the American Housing Survey. I was told to click on the National Data for 2005, then go to the neighborhood tables (2-8, 3-8, etc.). There, one will find data on "Secured Communities". AHA!