I didn't want a surprise... but I only had one scan and they couldn't tell me then, so that was that.
Now, I am GLAD I didn't know. It was kind of cool not knowing until she was actually born. It makes me cringe (no idea why, it just does) when people refer to their baby by name before it's even born. I find it really weird.
It was also nice to not go overboard on clothes and such before she was born. I got a few basics, and then once she was born, I got to go out shopping WITH her and choose things that would look amazing on her and actually fit her/suit the season. It's much nicer to take your newborn in public (and have everyone stop to tell you how beautiful she is - because who doesn't want to hear that?) than it is to lug around your uncomfortable pregnant body.
I also know that if I DON'T have a boy with DP, his family will moan. They will still moan regardless, but I think they'll moan less if they find out it's not a boy (if that's the case) AFTER it's born, rather than before, because AT LEAST the women will be swept up in the "aww baby," mood for a bit.