I found out with our first - and LOVED it. I knew she was my little girl, and we called her by name, etc. With my second, they couldn't tell us. (she was way too modest. ) It bothered me the whole time. Some women really like to have the surprise at the end, but I found that I was in a much better mood for a surprise after my U/S than after labour. All I cared about then was that she was OUT!!! It didn't really matter what she was, so long as I didn't have to push anymore! We didn't buy anything pink when we knew, just in case they were wrong, and we didn't tell anyone else that we knew.
I really liked it that way, but it certainly is a personal decision. Over here, by the way, they don't tell you at the U/S, they write it on the report to the OB, and he or she asks if you want to know. So you have another chance at every drs visit.
All the best with your U/S!