Therapy aimed at changing sexual orientation is unethical and wrong. People are born with their sexual orientation and it cannot be changed no matter what therapy they under go. It is ignorant to assume that sexual orientation can be changed by going to a few quick therapy sessions and it lowers peoples self esteem.
Everyone has the right to determine their own sexual orientation. There is nothing wrong with having feelings towards one gender or another. Changing sexual orientation will simply make gays more unhappy as opposed fixing anything. Changing sexual orientation is more harmful than simply accepting homosexuality as normal. There's nothing wrong with homosexual behavior, otherwise all humans would abhor it.
Provided a person willingly comes to centers that provide Conversion Therapy in contrast to being forced to come, there's nothing wrong with it. In fact, I would encourage all gay people to undergo Conversion Therapy in the same way that drug addicts and alcoholics should go to rehab. But for attempts to escape the gay lifestyle to succeed, one must all have people to hold him or her accountable to prevent relapse.
Although I believe that sexuality is innate and not a choice and do not personally believe in conversion therapy, that does not make it unethical. Forcing someone to undergo this therapy is, but if this is something the person wants to do it is in my opinion ethical. There are people who are uncomfortable with their sexual orientation either because of social or religious reasons and if that is something they want to try to change, they should be allowed to do so.