We didn't find out with our DS and we're not finding out this time. Neither of us are fussed what the sex is, I'm not interested in buying 'blue' or 'pink' stuff in advance of the baby's arrival, I'm happy to name my baby once I see it's face, and part of me feels it's like peeking at your christmas presents on xmas eve :-)
In addition, last time round my DH told me the sex of our baby once it was born and it was such an emotional, amazing moment for both of us that we both want to do it that way again.
Knowing the sex now won't alter the way I feel about this baby, but for me, I found that labour had an extra bit of excitement attached, not just at meeting my baby for the first time, but finding out its gender.
It's totally a personal thing though, I was never tempted to find out, but I've had several friends who had to know as soon as they could - there's no right or wrong in this :-)
However, I did have one friend who suffered tremendous gender disappontment when she discovered she was having a boy at 5 months pregnant (her and her OH had their hearts set on a girl) and it honestly ruined the rest of her pregnancy as her OH felt totally stressed about having a boy as did she, and didn't know what she would do with it (whereas she had planned bonding with a girl etc).
I always felt that if she didn't know and only found out when she had the baby, the amazement of giving birth would have far outweighed any ideas she had about boy or girl - it may not have, but it's just a feeling I had.