Betty I think we must be living parallel lives!!
I have an older brother and so grew up thinking that having 'one of each' (gender) was normal and what you were basically aiming for. I've also had the 'a son is a son til he takes a wife' thing thrown at me, and had always wanted a daughter so that she and I could be as close as my Mum and I are.
Interestingly enough though, since I told my mum that I'm having another boy she's done nothing but tell me what a nightmare I was (as a child / teenager) compared to my brother, and even said "I'll have to change my will now to share out my jewellery a bit more, as you won't have any daughters to leave it to" Nice eh? Not quite the 'loving, mutually supportive' relationship that I thought we had!!
(To be fair, she's brilliant though - she has my DS1 at the moment while I'm on the sofa with 'flu)
Like you I've worried about the closeness with sons and how people talk about you 'losing' them when they marry / take a partner. My MIL (who has two sons) is pretty hopeless - has never offered any help at all and moans that she's left out while never making any effort herself. She's a good lesson in how not to behave as a MIL in my opinion, while my Mum regularly babysits for my brother's two boys, helps out my sister in law, and makes a real effort to forge a good relationsihp with her. I know which model I'll be trying follow in the years to come.
I've also got the spectre hanging over me of the fact that DH and his brother don't get on AT ALL in fact their relationship is one of complete indifference - they don't speak, they don't like each other, and have in the past ignored each other on trains / in pubs when they happen to see each other. I find that heartbreaking and don't know whether that's to do with their personalities or the way they were raised. But then again, some brothers and sisters don't get on, and I have two girl friends with sisters who loath each other, so I don't think that's anything to do with them being brothers.
And like you, I wanted a daughter whom I could teach to be a strong, independent woman. Like you, I went to an all girls' school and was brought up to believe I could be anything I wanted - a consultant, Prime Minister, a QC... Being 'a mum' didn't really come into it (in fact my headmistress would have seen it as letting the side down) and I would have loved to have shown my daughter that you can be a woman, and a mum, and a businesswoman, and a strong person, and still be soft and loving, all at the same time.
Instead I hope I'll teach my boys to be self-sufficient; to do their own washing, to cook, to look after themselves, to be emotionally aware and intelligent, and to respect women, by showing them the example of a mother who strived to find the right balance between all the roles she had and chose to play.
I'm rambling a bit here - giving myself therapy I think, working through the same issues as you are! But I think all we can and will do is our best, as the years go on, to encourage our boys to share, to play together, to love each other while respecting their differences, to stay close as a family and to love and respect women, and to be decent members of society.
We'll learn to be good mothers and mothers in law too, in time, and as someone else said, if we get more than one 'duty' phone call a week from our boys, we'll know we've done well!
I guess what it all comes down to is that it doesn't matter what gender our children are, whether they're sensitive boys or tomboyish girls - the examples we set them, and the values we teach them, are what will make their lives (and ours) happy, fulfilling, valuable and good. The pros and cons of having daughters vs sons can be argued over ad nauseum, but I think the best thing for us to focus on is how to help our children to be happy, whoever they are.
(Just read that back, sounded a bit Oprah-ish, sorry! )