I found out at 18-20 weeks with all of mine. I honestly hate neutral baby clothes lol. That & it cut the name list in half :D I was always excited to find out before the birth. Also, there are so many posts on here by women who wanted the opposite gender (some are downright upset), finding out early gives them time to adjust before the birth as well.
We found out during the ultrasound. I think that it can be exciting either way, just depends on the person. I don't have the patience to wait until birth, and I like to have a name already picked out. :)