Hi there, just reading a few of the responses here and wanted to offer you my experience as it is a bit different. My doctor routinely does ultrasounds at 32 weeks to check the size of the baby. With my first baby, he was able to determine that she was growing 2 weeks ahead of schedule, and wouldn't you know it, she came at 38 weeks! With baby #2, he determined that she was also growing ahead of schedule and when she didn't come on her own by 39 weeks, he induced me to reduce/prevent risk of c-section due to her size.
I realize this is different than what others have experienced but every doctor is different. I had no issues with my insurance covering this ultrasound either time and my pregnancies were not considered high risk, although I was over 35 with #2 so perhaps this was a factor. Not sure. I would check with your doctor on the u/s question since there may be another one out there for you. Or maybe not.
Other than that, my experience with the exams is pretty much the same as everyone listed here. Nothing much exciting until the internals start, which aren't nearly as bad as people will tell you.
Best of luck with your new little one! Congrats!!