We didn't find out either time.
We were a little like you guys - I figured "why not find out?", DH wanted to wait (has a bit of a "thing" about not unwrapping presents before Christmas :o)
In the end it turned out our hospital doesn't tell you. That made our decision for us. We could have asked (they weren't that strict about it if the sonographer could see easily) or had a private scan, but I wasn't that bothered.
I thought like you that the "surprise" on the day would be meaningless, but actually I really like finding out that way.
The fact that you have a gender preference, and think you might be disappointed if you are told it is a boy, makes me think you should reconsider finding out in advance.
Why spend half your pregnancy dealing with feelings of disappointment?
You are very unlikely to be disappointed when your baby is born - it's too exciting, momentous, incredible to allow for "oh bollocks, I don't want a boy".
You will be meeting your baby - that is not (in the majority of cases) a time for disappointment any more than it is a time that needs an extra surprise to make it more special (although I found the surprise did make it more special).
I didn't find out for my second, and should I have any more I would not want to know. The anomaly scan - a medical procedure where they are checking for problems - doesn't seem quite the right time to find out.
I also think it makes no practical difference unless you are obsessed with gender stereotyping.