You dont have options in glasgow, or indeed anywhere in Scotland. Whether it's for political or economic reasons (lack of perceived demand perhaps) all maternity natal care is nhs. If you want private, you'll need to go down south (my friend just went to London for a week, came back from a very jolly stay in the Portland with a baby. Thirty grand lighter too I suspect, given she was there under consultant care for a week.)
What you can do however is pay to see an ante natal obstetrician privately in Glasgow, and you can also pay them to oversee your care in the nhs maternity hospital of your choice when it comes to birth. I have heard stories of privately retained consultants being able to "swing it" for their patients to get into one of the very scarce private rooms at the prm or southern, but as these rooms are reserved usually for peope who really need them in the nhs (high risk pregnancies, or ones where the mother has special needs, for example) then no amount of private dollar is going to usurp that need, and if you happen to go into labour at the same time as a lot of mothers who need those rooms, then you will be in a ward regales of what you have paid.
Is there anything in particular worrying you? I was in for 5 days recently with a heart scare (and I am a FTm). I have ocd, a short temper and a general dislike of sharing my space with anybody, but I found it a hugley enriching experience to be around other expectant mums and part of this important stage in their lives. It was a very levelling experience. If you're at all a anxious about sharing a ward, ask for a hospital tour. It's really helped me now that I've seen how it works. If you're worried about sharing your ward with smack heads, don't be. These poor women require, and receive, a very special type of antenatal care in a separate wing of the hospital (partly because off the special needs their babies have). You will be perfectly safe, and very well looked after. Try not to worry. (Or i can get you the number of the consultant at the portland).