We didn't find out with our first two and loved having it a surprise. Drove our families nuts too.
My Mom said kind of wistfully after she found out we were expecting #3, "I suppose you aren't finding out this time, either?" Nope!
I know so many old wives tales about predicting gender, because it seems nearly everyone (especially older people) has a way to determine boy/girl. No kidding, I'll be walking in the grocery store and a little old lady will ask me what I'm having. When I say I don't know, she'll say, "Oh it's a boy because you're caring high." Or whatever. Kind of fun actually.
Aside from that not knowing ahead of time gives me a chance to fall in love with the baby, without feeling wistful for one sex or the other. With my second baby, I was somewhat hoping for another boy, because my brothers were close in age and have a wonderful relationship. They are each other's best friend. Our little one was born (I caught) and just melted when I saw the little face. I held the babe close to me, and didn't even know the sex for the first few minutes. Our daughter is such a blessing, and I am glad to have her without feeling the disappointment I might have felt if I were to know 20 weeks in advance.
So that's my take. It works for us, but I do understand wanting to know in advance!
As far as planning goes. If you must do a nursery (my Mom thought it was requisite- though we didn't use it for over a year!) Noah's ark, bears, primary colors, Beatrix Potter themes work well for either boy or girl.
Clothes... babies look darling in creams, soft browns, yellows, and greens too! Add a 'pink' or 'blue' blanket and you're set! Or just wait to buy clothes until after the baby comes, no rush! There are lots of other things to buy that are not necessarily gender specific. Car seats, books, slings, swings, diapers, burp cloths, bassinets, nursing pads, infant care items (nail clippers, thermometers, etc), and more for instance. Like someone else said, you get more of the bigger ticket items and fewer clothes. A bonus I say!
Good luck! I'm sure you'll figure out what works best for you.
Boy what a long winded response for such simple question! Heh.