I am using the Natal Hypnotherapy CDs as recommended to me by a friend. I bought mine from ebay second hand and plan to pass them on when I have finished with them. Can't vouch for them during labour as not actually got that far yet, but so far am feeling a lot more positive about the birth so cant be a bad thing.
Not had a waterbirth (hope to this time round, in a midwife led unit) but with DD#1 went to all the hassle of hiring a pool to make sure I had one for the hospital and never got to use it. Wouldn't do it again as wasted money. I read here good things about birth pool in a box though so you might like to google those, or hunt for a second hand one?