I had my baby checked through the bird shop where I'm getting him and they only charge me $20! For me that was way worth it even if it's only to know if I should say "he" or "she". And the naming of course, but with a name like Dusty you can't really go wrong anyway, haha
I'm getting it done too at his/her first vet visit. Like Brittany, I want to know if I should be expecting egg production. My husband refers to Screech as "she." I refer to him as "he." We'll see who's right.
My breeder told me they had done the test, so when Salty went to the vet for his blood work, I optioned out for the sex test. I told the vet that if he lays an egg we will revisit the situation!