I found out with all 3...
The thing is you don't lose the surprise by finding out at 20 weeks (or whenever). You still get the surprise but at a different time...and for me it's a time when I am really able to enjoy it. Make the day you find out a chance to celebrate -go for a nice lunch and a trip to mothercare and it will probably be more special than a hurried announcement at the end of an otherwise overwhelming experience.
I was on another planet in labour and quite spaced out after...not so much due to medication but by being "in the zone" and I don't think I really would have cared less at that point if they'd been boy, girl or gruffalo. The text book labour with the delighted "IT'S A BOY" moment with everyone in the right place to enjoy that moment isn't something to count on. It is very likely there will be a million other things on your mind at that time. Also, the people delivering your baby are absolutely NOT invested in giving you this information in some delightful way...they are thinking about the health of the baby, APGAR scores, are you bleeding, are you bleeding excessively, is the placenta making progress, how bad are any tears...it's kind of a busy time for them to stop and make some special announcement. I'm not sure I'd want to add that burden to labour.
I have wanted to find out when we can enjoy the surprise on it's own, get excited about choosing names, going home outfits, imagining the future and bonding with he or she rather than it, for the rest of the pregnancy. I can't really explain but the baby becomes real for me when I know its gender and I get a sudden rush of extra motivation to look after myself, eat healthily etc.
The other thing is coming to terms with any gender disappointment...I think if there is any chance that you or your partner will experience this, it's probably better to have the chance to adjust expectations during the pregnancy, so that first thoughts are "thank goodness, healthy baby, healthy mummy, he's/she's beautiful" etc...not "oh well..."