I chose not to find out with 2 of my children and will not be finding out with this baby. I love the surprise, love it! The only negative was buying baby stuff and “other people” who wanted to buy us baby stuff but for whatever reason “needed” a gender to do so…While I will agree that there is a limited selection in most places of GN clothing, its not a big enough reason not to have a surprise. (I am going to get a few things from Zulily for this baby, their GN stuff is bright colored etc)
I never had trouble bonding with either of my “not finding out the gender” babies (Bronwen and Violet).l Never! I put that baby in my arms and it was pure love. During the pregnancy, same thing. Like I said, I had done it both ways and while it was nice the first time around to call my belly “Sebastian” (we found out and chose a name in the same day) I honestly can say I loved him just as much as I did my others, no “better bonding”. Every person is different, so I dont want to say that its this way for everyone, but this baby in my belly is so loved already by me, my husband, and its siblings so regardless of having a gender or name, we are all very happy and talk to it already etc.
My daughter, [name]Violet[/name], was a surprise. The reason we originally chose not to find out was because at that time we had 2 boys and 1 girl. I know how people are, and my kids were so excited for a baby, and I would have hated for people to say to my daughter [name]Bronwen[/name] “I am sorry you are not getting a sister” etc (which people say that crap, sadly) if we had found out and were having a boy. We didnt care about the gender in the least! Also, it was a hard pregnancy, we found out I was pregnant right as my husband was smack dab in the middle of his last year of graduate school, he had classes, a ftj, and an internship so whatever we could do to make the pregnancy go smoother (since I was on my own a lot with all 3 kids) and cheer me up, we were all about doing. 
Everyone though I was having a boy exccept for [name]Bronwen[/name], my symptoms (for me) were boy, my dreams were boy etc. When I was in labor with her (was in for almost 24 hours!) I remember being so excited to meet my baby, I thought deep down that it was a boy but of course there was no saying for sure. When she was born, it was [name]Bronwen[/name]'s job to check the gender (per her request, she was almost 5 at the time and we had a homebirth and she was very comfortable with the surroundings and idea of birth and had she not been, somebody would have had her and everyone else leave the room). I remember pushing [name]Violet[/name] out and [name]Bronwen[/name] yelling “It’s a girl! I was right! I have a sister! I have a sister!” so excited! Those were my earliest memeories of learning we had a girl, [name]Bronwen[/name] being so excited and happy and everyone there being so surprised and happy.
I also chose her name the morning after she was born…I had a list of names for a girl and non of them fit her, at all, she didnt “look like” an [name]Ingrid[/name] (my favorite girls name during that prengancy), she did in fact look like a [name]Violet[/name]. And being born on her late great-grandfather Leonards birthday (which, had she been born 3 hours earlier, she would not have been) I wanted to honor that, and so she was named [name]Violet[/name] [name]Leona[/name] and the next day not only did I call everyone to tell them of her birth, but I got to reveal the name as well since we keep names a secret.
I hear it say its a suprise whenever you find out, and it is of course, I have done it both ways. But not finding out with her, not naming her until after she was born, just was amazing not only for me but for everyone else.
(And if you are up to it, I actually have her birth on youtube…I forgot my account password years ago, it actually got hacked I think, ugh. But anyways, if you go to youtube and tyoe in stuff like “2009 baby girl born at home” or what not, somewhere you will see something about the homebirth of our baby girl, 4th child etc. Our user name is MooreFamily14 I think… That is her birth and pregnancy story, I love watching it and remembering that time, not knowing who was in there etc. 
Anyways, that is my story, I am looking forward to something similar with this baby as well. Keeping everyone, myself included, guessing. 