In summary - I got excellent care, plus it was all very straightforward and short.
I wanted to avoid one, as I'd read and panicked (probably unduly) about possible side-effects - and, more importantly, a couple of friends had recently had bad experiences, like multiple attempts to get the needle in and/or then left paralysed during the birth. But I had no idea how much it would hurt or how I'd cope, so I was still open to the possibility if I needed it.
In the event, I was induced, so was expecting to need lots of pain relief. But it turned out that breathing, staying active some of the time, going in the birthing pool some of the time, being in a relaxed environment with my dh, a gentle, calm midwife, low lighting, being allowed to howl like a banshee for the bits that hurt, and being upright for the pushing bit were pain relief enough.
They asked if I wanted pain relief quite early on, and I said I didn't at that point, but let's discuss it later. Later, however, I didn't actually think of it - it literally didn't cross my mind - I was just trying to focus on breathing/getting to the end of each contraction - right up until crowning, when I decided that it hurt too much ... about 5 minutes before she was born - so even if I'd thought to ask for pain relief at that stage (which I didn't, as during my lucid moments I could only think to apologise for the howling and for the pooing that I thought I was doing) it would have been way too late.
No idea what I'd have said if they had actively suggested pain relief again!
I did lots of reading and a birth hypnosis cd before, which I think helped me to know what to expect and to relax - but I also think that they would have been useless without the excellent care and/or if the birth had been complicated. (I've not told many people in RL that I had no "proper" pain relief, as people say "wow, well done", whereas I strongly believe it's all about luck - there's no "well done" about it.)