The outcome would not change my thoughts on baby, so I skipped it with all of my children. My first is special needs, so I do not feel that I need a warning to do research or anything.
With that said, however, I do know some women who needed to find out so that they could be prepared to meet the needs of a special child and also to be prepared emotionally. I think it would be easier to come to grips with this sort of thing if you were prepared ahead of time than to find out at the delivery. It might help to have the emotional aspect sorted out so that you can enjoy the childbirth and first moments with the baby instead of being upset and worried about the baby's condition.
All in all, it is a very personal choice. Since DH and I are prepared to face special needs again without any emotional problems, we didn't do the screening. I can totally see where many would, though.