With No#1 we did find out, because we were so excited and because everything else was so new to us that it was nice to have some little piece of knowledge to hang on to.
Now that we're trying for No#2, I don't think we'll find out. Now that I know what to expect from pregnancy, labour, birth etc... I think it'd be nice to have a little surprise at the end of it all! Plus on a more practical note, we have all the baby gear and toys and so many neutral baby clothes from No#1 that we'd be fine for a couple of months before having to buy anything either way.