Well as for the name you can pick a name without knowing...you just pick two names and know which it will be depending on gender. There are so many colors that can be used for either sex that you can decorate and have a shower without knowing...white, cream, gray, brown, blue, green, yellow, red and just about any color in the rainbow (except maybe pink). As for the nursery, I would suggest that you don't go overboard w/ a theme regardless of gender...pick a nice base color (white, beige) and accent with other colors so as your baby becomes a toddler, a preschooler, a big kid, etc it's not too "babyish".
When I was expecting w/ my son, he did not cooperate and we didn't know the sex. With my daughter, she didn't either but we were able to tell with later ultrasounds. With both, I had a strong feeling (and was right) but the ultrasound where we thought we would know, we could not tell at all.
A neighbor was told "girl", pink everything at the shower. They didn't even have a bring home from the outfit or a boy name just in case. Image the mad scramble when she had a boy!