She voted for
Bowers vs. Hardwick in 1986, which ruled that consensual private intimacy between gay couples is not protected by the Constitution. In 2003, she concurred with the 6-3 majority in
Lawrence vs. Texas that overturned Bowers. (
Lawrence was written by Anthony Kennedy, who would later write the decision in 2015 for
Obergefell vs. Hodges.).
Here is more about her concurrence:
Justice Sandra Day O'Connor only concurred in the judgment and wrote a concurring opinion in which she offered a different rationale for invalidating the Texas sodomy statute. She disagreed with the overturning of Bowers—she had been in the Bowers majority—and disputed the court's invocation of due process guarantees of liberty in this context. Rather than including sexuality within protected liberty, she would strike down the law as violating the equal protection clause because it criminalized male–male but not male–female sodomy. O'Connor maintained that a sodomy law that was neutral both in effect and application might be constitutional, but that there was little to fear because "democratic society" would not tolerate it for long. O'Connor noted that a law limiting marriage to heterosexual couples would pass rational scrutiny as long as it was designed to "preserv[e] the traditional institution of marriage" and not simply based on the state's dislike of homosexual persons.
So she did not want to overturn the previous ruling.
I think she was definitely a conservative justice, but her conservatism was of a different kind than others like Antonin Scalia and Clarence Thomas.