I loved finding out! With DS1 we had to as DP was really struggling with becoming a father and wasnt sure how he would cope having a girl with his first born. Finding out we were having a boy meant that he could spend the rest of the pregnancy looking forward to becoming a father.
With DS2 I had to find out....I was really struggling having another baby as I was so in love with DS1 I wasnt sure how I was going to love another so knowing the sex helped me bond better.
With DD it was a practical thing....had to know if I was to keep all the boys clothes or get girl stuff. Also knowing I was having a girl was a shock. I didnt want a girl as I wanted another boy so knowing early on in the pregnancy helped me to work out my feelings and be excited about having a girl.
For me its still a surprise if you find out during the pregnancy or at the end. Its still exciting at any time!