What Hogwarts house was Alastor Mad-Eye Moody in?

Rowling has never said. We know it wasn't Slytherin because he despised the dark arts. I would count out Gryffindor because he lacks a certain desire for glory/attention that many Gryffs have. I would say that his loyalty and dedication actually make him a prime candidate for Hufflepuff, although Ravenclaw would be a strong possibility as well.