At the conclusion of an uneventful flight, the commercial pilot approached the runway for landing. During the landing flare, the airplane landing gear warning horn activated, so the pilot initiated a go around. While climbing to traffic pattern altitude he noticed that the landing gear handle was in the up position. He did not hear or feel the airplane contact the runway. The pilot subsequently landed and departed without incident; however, after landing at another airport he performed a more thorough post-flight inspection of the airplane. He then noticed that the marker beacon antenna was shaved off and the lower fuselage had sustained substantial damage consistent with ground contact.