We choose to wait.
I understand that some people want to know everything they can about their babies and sex is one of the few things that they can find out. I'm sure there is still a surprise in finding out who baby looks like, how much hair baby has, what baby's personality is like etc.
But for me, not knowing baby's sex was part of the whole mystery of things to discover after I met baby. I think that it helped me keep my mind open about this little person that would be a part of our lives. We called our unborn baby 'Squiggle' and I think that having a name to refer to the baby can remove some of the awkwardness of referring to 'it' all the time.
Intellectually I found myself very interested in gender politics whilst I was pregnant, partly because pregnancy and childbirth bring up a lot of issues themselves, and partly because of wondering what it meant to have a 'son' or 'daughter' and examine my own expectations and assumptions about each. It gave me a chance to think about my baby as a person first, rather than me unconsciously gender stereotyping before the baby was even here.
Practically, it limited the flood of gendered clothes and toys too. I prefer bright unisex clothing and toys for babies. Partly as I plan to have several children and it makes sense to pass it on to the next baby of either sex, and partly because I wasn't a particularly girly girl myself.
Sex tells us very little about the appearance, personality and interests of our children. I come from a large family, and the sibling I have most in common with is male.
I'm not saying there is a lot of harm in finding out the sex before birth - assuming that the baby is wanted regardless of sex - (apart from anything else, not finding out just delays the problem) but just be careful to avoid assuming things about interests and personality based on sex. Try to make sure you offer girls the same activities as you would boys for instance.
Clothes, toys, baby equipment etc have become so much more gendered than they used to be. It seems counter intuitive as at the same time gender has become less important in the real world (educational opportunities, jobs, household roles...). I can only assume it is partly fashion and partly commercial pressure.
Obviously health concerns can take over the excitement of finding out the gender whether that happens at a difficult birth or at the scan, which is of course there to screen for medical issues. But generally it should be a happy little surprise whenever it happens. :) Family, friends and random strangers seemed to like guessing throughout my pregnancy though.
Funniest thing was my asking if we had a preference for what colour our baby would be and I answered 'peachy white' (DH and I are both white). She did laugh and say she meant pink or blue! I figured the pink baby would have a better apgar score... 