I ended up having a catheter during labour as my dd got stuck and I couldn't wee (no idea why, I normally have a tiny bladder) so they stuck a temporary catheter in. At that point I really didn't care, the MW and doc had seen worse. I was worried about it hurting, it did sting a little bit (on G&A) but only about as much as having an injection. I really wouldnt let that be the reason you dont have an epidural
I asked for my catheter to be left in as I couldn't be arsed to get up for a wee! They said no... Catheters are great. Wish I'd had one whilst I was pregnant, is have got more sleep instead of being up every 90 mins with my thimble bladder!