An interesting, if older, sexual preference survey is summarized at the Volokhs. Nearly 3% of people report no sexual partners since puberty, almost half of the number reporting same-sex partners since puberty. Another question asks about sexual attraction, but doesn't give an option of no attraction or limited attraction.
Once in a great while I read about people claiming no sexual interest and being quite happy about it. Seems like this could use more public discussion, although some discussion's already happening and of course there's a dedicated website.