We aren't finding out, and it's been interesting! I'm amazed at how automatically people ask, "So what are you having?" (Umm ... a baby?) We are definitely in the minority, it seems.
We actually did have an ultrasound, for medical reasons, and had a funny moment where, when I told the tech that I "couldn't see" (I'm nearsighted and had trouble viewing the monitor), she automatically assumed that I couldn't tell the sex and wanted to, so started fishin' around -- thankfully DP was quick enough to say, "No, don't go there, we don't want to know!"
Interestingly, we also have a medical reason for potentially wanting to know the sex (I'm a hemophilia carrier), and we still decided not to find out. If I found out the baby were a boy, I think I would automatically shift into needless "high risk" anxiety mode, and I don't think that's helpful (we *are* meeting with a hematologist to discuss the issues that might come up if we have a son and he has the disorder, so we aren't in denial either).
Every once in a while I wish I had found out, just out of curiosity, but I'm looking forward to the surprise. The clothing/stroller/everything gender-assigned thing, however, drives me NUTS. It seems like only the spendier retailers offer gender-neutral, too.