This is so the perfect thread for me! I've been feeling like we're one in a million for not finding out the sex of the baby. Everyone always comments on how they couldn't possibly not find out because they're too impatient, not strong enough, blah blah blah. We haven't even had an ultrasound (and don't plan on it unless it's medically indicated) and I just don't get the big deal about having to know the sex.
With my daughter, we did find out. My husband didn't want to, but then right before our ultrasound I decided that I just had to know. Immediately after they told me, I wished I wouldn't have found out. A. I thought she was going to be a boy, so I was disappointed and B. Everyone started buying us a billion pink frilly things. Before we knew what she was, we knew that "her animal" (just a weird thing I do that each child gets "their own" animal) was an elephant, so we nicknamed her Peanut. That's what we called her up until we knew that she was a she and honestly, I missed called her Peanut once we knew.
With this one, their (a nice gender neutral pronoun which I like better than he/she and is still grammatically correct) animal is a giraffe, so the nickname is Twig. I don't think I feel less bonded not knowing the sex. I've definitely received less stuff, but I think that's partially because I've specifically said I don't want a bunch of stuff. We found a bunch of sleepers at a local consignment store that were all yellow and green (two colors I like a lot more than pink and blue) and had giraffes on them. Other than that there's not a whole lot more we need. :-D