I found out first time and was glad I did as we wanted a girl and it was a boy so I was well and truly over it by the time he was born. The birth was awesome and no less special because I knew.
Second time around I decided to have a surprise as everyone seems to think it's so great. It wasn't worth it. The birth was no more special than the first and I didn't actually care about the gender. I was just glad he was out! I asked my husband what the gender was but he hadn't even looked. We were just happy to have a healthy baby. Choosing a name was definitely harder without knowing beforehand and DS2 didn't have a name for a few weeks.