I have been very on the fence about finding out.
Before I was pregnant, I always imagined I wouldn't find out - I love surprises, and liked the idea of being traditional in a sense, and stupid as it sounds, different to everyone else (out of all my friends and family with DC, I only know one couple who chose not to find out so the 80/20% split someone mentions upthread makes a lot of sense)
Since I have been pregnant, everyone assumed we would find out, even those that I would consider more traditional such as grandparents and great grandparents. Everyone's assumption that we would find out sort of made me more determined to keep it a surprise.
However, the more time has gone on, I have found I've not been so bothered either way. This is an IVF pregnancy and I've struggled to get past the fear of something going wrong and not really believing we are going to have a baby after so many years of infertility so I thought by finding out if I was having a son or daughter might help it all seem a bit more real.
DH however has always insisted he would want to know so he could mentally prepare and picture our future with a son or daughter and buy relevant things etc. He hates surprises in general and can't wait for anything (birthday and christmas presents were always opened early as a child) Although he now says he doesn't mind either way as we are so lucky to be having a baby at all, he has always had a strong preference towards having a boy as otherwise it's the end of his family line as he is an only child. (and it's unlikely we'll be able to fund a second go at the IVF treatment)
He felt a lot more strongly about finding out than I did about not finding out so we compromised - we would find out but keep it a secret between the two of us and tell anyone else that we are keeping it a surprise, and if we are lucky enough to ever have a second child, keep it a surprise then so we've done both ways.
I wanted him to have his way to help him feel more involved as he perhaps feels a bit like his only job has been taken away by us having the IVF (male sided fertility problems)
We had a private scan at 16.4 (for other reasons - not to find out the sex) and asked the lady if it was obvious without too much poking around (as my family were at the scan too) could she write it on a bit of paper for us to open later as we didn't want family to know we are finding out.
So we know, but as far as anyone else is concerned we are having a surprise! I like having something private and secret between the two of us, cheesy as that sounds
Now we already know, I like the idea of knowing all I need to think about is the important stuff at the 20 week scan when so many people refer to it as the gender scan That is by far the scan I am most looking forward to. I can't wait to see if the baby looks happy and healthy