It's really a personal choice like others have said. I wanted to know so badly that we had a 4D scan just to make sure!! But I'll tell you why I simply HAD TO find out.
I HATE surprises!! I've always liked to be emotionally/mentally prepared for things so it was a never a question for me. I'll find out everytime, not just this first time.
We wanted to stop calling the baby 'it'. It's so nice to be able to talk about him as 'my son' or say him/his. For us it makes it feel more real & like we're bonding with him.
I know that you can get neutral clothes but just didn't find that at my shops. There are only clothes specifically for boys or girls, or white. I wanted to be organised with his wardrobe etc while we were still on 2 incomes, I've got everything now. I also know that he'll get presents once he's born - but I wanted him to have things that I liked too & didn't want to rely on gifts IYKWIM.
Speaking of gifts, my family is very crafty. Our baby is having quilts, blankets, sheets & art made for him by some clever members. I understand how much more difficult it is doing this when you don't know the sex, as I had to do it for my sister.
It wasn't an issue with his nursery as it's the same as the rest of the house. But we've bought things like lamps etc that probably lean more towards being boyish.
Something to keep in mind is whether you'll tell people that you know the sex or not. If people asked we told & have had mixed responses. Some people carry on like it's the biggest mistake of our lives & we're ruining the experience. Which I think is ridiculous - we're still having a baby & it's still a very exciting time whether you know the sex or not. Others have been pleased for us & kept their opinions to themselves.
It's a big decision so good luck with what you decide!!