Catbag - I'm going to try hypnobirthing. I researched a bit and looked at different products. The Natal Hypnotherapy CD set looked good and I was tempted to buy...I kept my eye on ebay for any 2nd hand sets. Their website was quite helpful too and has links to videos etc.
In the end I spoke with a friend of mine who recently gave birth to her second daughter, though tragically lost a son (stillborn) 2 years ago. She had a one to one session at her house for £120 and she could not stop singing her praises. I have booked this lady too (though have had to reason hard to scrape the money together). She is a midwife who also helps people with the 'Hypnobirthing' method. I'm busy swatting up on the book of the method she uses called Hypnobirthing: The Mongan Method by Marie Mongan. It comes with a hypnotherapy CD to listen to. So far I have found the book very calming and reassuring and am looking forward to my session. Not listened to the CD yet as the book hasn't prompted me to but so far I'm happy.
I guess everybody is different. When I looked into it you could read a book on it, listen to a CD, go to a group class or have a one to one. Have a look around the net for anything local or any friends that may have tried it.
My session is a week on Sunday so I'm sure I'll report back with how it went...though the ultimate review will be after the birth of course!