Ooh its a tough one, its real personal preference.
With the first I found out, was glad I did as I was desperate for a girl and I felt it made me bond with her even more. With second we didn't find out, and it did add an element of excitement I must admit. Although I was sure she was a boy, so it took a little time to get over the shock! And with this one we felt we had to find out, to prepare ourselves either way as we already have two girls. As she has turned out to be a third girl, I'm glad we did, because although I was initially a little disappointed I'm now really happy with the idea, so I think I needed to know ahead of time to come to terms with it.
Hope that made sense lol.