KK- I'm so glad everything turned out healthy and happy! Congrats!
I too though would be going crazy to not know the sex of the baby! I already have the day picked out for our 18-week ultrasound. I've been thinking about names, but somehow I feel like I can't get too serious about it until I know whether it's a boy or a girl. Which is funny, because I want a gender-neutral name either way... Now, of course, your story has me worried that I'm not going to get to know ahead of time!
In terms of testing and scans, as MsJodi said, there isn't one standard protocol here. It depends both on the midwife/ob practice you see, and on what your insurance company will pay for (which varies widely depending on the company). MsJodi, that's great that yours payed for IVF. My state mandates that insurers pay for infertility treatment, but only for straight married couples.

: As you can imagine, this makes me crazy. I was lucky in that I got pregnant without too much medical intervention (I basically just payed for sperm for six months of trying- I mean, that was still expensive, but nothing compared to IVF). One of my good friends, however, is a single lesbian and is having some significant fertility issues as she ttcs, and it makes me crazy that her insurance won't pay for the things for her that it would pay for a married hetero couple. Grrr...
Anyway, in terms of my own scans, tests, etc.- my midwife's practice doesn't do the first trimester downs scan, because the insurance of the most of the women they work with won't pay for it. So, I didn't have that done, though I'm wishing now that I had. It seems to be one of the best non-invasive indicators for downs, but it's not standard practice everywhere in the States. (It is, I believe, in the UK, and more places here are starting to offer it.) I'll have a scan at 18-20 weeks to determine the sex and check for any anatomical abnormalities. There's a blood test (the quad test) they can do at 15 or 16 weeks that indicates potential risk of downs or spina bifida. The problem is that it has an extremely high rate of false positives- for every 50 women who test positive on it, only 1 will have a baby with downs or spina bifida. And the only way to confirm the downs or SB is with an amnio. I think I'm going to do it, and just pray that I test negative on the blood work. I'm terrified of the idea of having an amnio (needle in the stomach! my worst nightmare!), especially since even with a positive blood test result, there's only a 2% chance that the amnio will reveal anything abnormal. Anyway, I'm sure my baby will be absolutely fine, but I have spent a lot of time worrying about this, for some reason...
Okay, off to try and get some work done!
Hope everyone's having a good day...