Do angels have sex?
It depends on whom you ask.
Yes, angels love sex (especially with the daughters of men and strange flesh).
The sons of God saw the daughters of men that they were fair; and they took them wives of all which they chose. ... The sons of God came in unto the daughters of men, and they bare children to them, the same became mighty men which were of old, men of renown. -- Genesis 6:2, 4
(And some men find angels sexually irresistible.)
And there came two angels to Sodom. ... And they turned in unto him, and entered into his house. ... The men of the city, even the men of Sodom, compassed the house round, both old and young, all the people from every quarter: And they called unto Lot, and said unto him, Where are the men which came in to thee this night? bring them out unto us, that we may know them. -- Genesis 19:1-4
No, angels never have sex (not in heaven, anyway -- or if they have sex in heaven, they just fornicate like they do on earth).
For when they shall rise from the dead, they neither marry, nor are given in marriage; but are as the angels which are in heaven. Mark 12:25