From the moment I got pregnant, I knew I would want to know. And, we did find out. It eliminated a lot of stress for me because it was our first baby and we could decorate the nursery, pick out a name, have things personalized, and people could get gender-specific gifts if they wished. I had specific nursery designs for both a boy and a girl, and if you think you're going to paint/decorate a nursery after you bring home the baby (much less with two young boys around), well you're pretty brave and ambitious! I also had a completely crappy, stress-filled pregnancy complete with weekly visits to the doctor, so I wanted one less (well, many less) thing to worry about!
It mattered not to me if we were having a boy or a girl.
And, while some people say that finding out ruins "the surprise" nothing is more surprising or joyful than seeing the beautiful face of your baby moments after delivery. Finding out does NOT ruin the surprise. It's not like he came out of my birth canal and I remarked "Hmmm, looks like a boy to me. Guess I'll take a nap now".