I think for the US it depends on where you live and who you ask. I live in Wyoming, and my first husband was REALLY stuck on having a boy for the first. I'm really not sure why it's so important, except the whole "someone to carry on the family name" and such. A couple of generations ago, it was because boys were seen as capable of doing a lot more work earlier in life, there was no paying for weddings for boys later on, and so on. My own father was dead-set on having a boy, but only wanted two kids (one to replace him in the world, and one to replace our mom). He had two girls, and almost 30 years later doesn't seem to have resolved himself to never having a son.
I've personally never had a true gender preference, though I'm glad the first was a boy just because I didn't want my kids to have the same issues with their father as I had with mine. I also wanted to have a girl sometime before I was done having kids, and she was my second baby, but I never really cared which baby turned out to be a girl. The third baby I hoped was a boy just because I wanted so much to have a son with my husband (first son was with the ex) and knew the third child was the last. My husband has a lot of wonderful things to teach boys, and I'll be proud if my youngest turns out to be anything close to the type of man his father is.