YANBU to feel sad that you won't have a daughter, if you really wanted one - but sons are lovely too.
I have 2 sons - with no.2 I wasn't sure which way I wanted it to go, whether a girl would be nice to have 1 of each, or whether 2 boys would be better for hand me downs, same toys, I've done this before so it should be easier 2nd time - these kind of things. I was completely ambivalent! I was a touch "oh well" when it turned out he was a boy, but not sad at all. I have had moments of "look at all these beautiful dress-ups that I'll never need to buy", mostly when DS2 was a toddler - but mostly I couldn't care less.
In all honesty, probably my biggest fear would have been to have had a girly girl who was totally into pink, makeup, dressing up, heels, hair etc. etc - all things I'm not at all into (except for dressy evenings out, then I stun and amaze my acquaintance with the transformation!
) - so at least I don't have that to deal with.
The other thing is that I too was a disappointment to my mother in terms of our relationship - we didn't understand one another, I was "daddy's girl" and she was very stand-offish with me. She got on better with my sister, they're more similar. The other problem was, as the first born, she wanted me to be a boy, because she had always wanted an older brother (only child). So I felt that disappointment in many ways, and I hope you can avoid that with your son.
There are always going to be pros and cons with either sex of child - but you'll love your little boy like nothing else when he comes out and, even though he's not a girl, he will be your baby and you must never let him think that you are disappointed he's not female - and hopefully by the time he's born, you won't be! 