I used an ancient TENS that my midwife loaned me - looked like it was from the 70s (don't think it actually was) but did the job! Had a couple of dials to turn up the power gradually as the contractions got worse, and a boost button. Was perfectly easy to use even during 3 minute contractions. I'm glad I didn't shell out on an all-singing, all-dancing one!
It's an obvious point, but it hadn't occured to me before I was in labour: you can't use a pool and the TENS at the same time. This only occured to me when I was in the birthing centre, the midwife had run the pool ready for if I wanted to get in, but I suddenly realised I didn't want to risk taking off the TENS in order to get into the water in case the pain without the TENS was unbearable. So it was no water birth for me. Got by on the TENS and a bit of gas and air alone though, so don't regret not getting in the water.
I used an Obi TENS machine and loved, loved, loved it! I chose it because it was so simple to use and I knew I'd be able to do it by feel even in the middle of a contraction or with my eyes closed. It comes with a cord to hang around your neck and I just kept it on until after DS was born. It was also fantastic for afterpains, which were really strong this time, so it was a lifesaver. I bought mine (ebay) because it was the same as renting andI think I'll use it for other things like bad back and migraines.
BTW I had planned a waterbirth but the unit was closed when we arrived and in some ways I'm pleased because I honestly don't know how I would have felt if someone had tried to take away my TENS.