The fact is, if you've not done it before, labour really is an unknown. It is impossible to know how you'll cope with pain, whether baby will be in a good position etc in advance. So the absolute best advice I can give to the first timers is to keep an open mind as to all forms of pain relief/intervention etc. First time round I did hypnobirthing, used a birth pool at home and was all lovely until he got stuck resulting in ambulance transfer to hospital, syntocin drip, episiotomy, epidural, ventouse. Basically everything I didn't want. But after 28 hours in labour and 6 hours pushing/him being stuck I would have consented to ANYTHING to get the bugger out!
And i know a lot of people who planned a natural birth who screamed for an epidural when the ctx ramped up. And people who coped really well without.
Second time round was a fab, very active, natural birth using TENS and gas and air despite it being started with induction and I much preferred the second. But who knows what will happen this time. Birth can be really, really unpredictable. So prepare, read around all the options and work out what you would like to happen in an ideal world but also understand that in the moment, it may be completely different.
At the end of the day - do what you want and feel comfortable with. It's not a competition and nobody hands out prizes at the end. Apart from the beautiful baby. They've all got to come out one way or another.