I found that a birthing pool felt far more private and less exposed than a dry land birth.
With regard to pain relief, if you are a planner, you could maybe plan for if I feel Luke this, I will ask for x, so that you can be flexible, but have thought through your decisions in advance so you aren't totally winging it on the day.
I think that being open minded about pain relief is the best option. With my first baby, it never got to the stage of hurting more than period pains, so I even turned down gas and air. The only time the pain was bad was when I lay on my back for one contraction, when I screamed and jumped straight back up again.
Second time round was more painful, but the pool was blissful relief.
If your baby is in a good position, you are free to move around and you aren't all tensed up with fear, then you might well not need any pain relief at all. On the other hand, if your body is trying to turn a baby round as well as pushing, or you have the more intense contractions of an induction, or you have a long and tiring labour, or there is something else that makes your labour hard, then an epidural can be exactly what you need.
Talk it through with audwife or antenatal teacher, or look at the NCT webpages on pain relief.
Labour really isn't a one size fits all type of thing. Try out water first if you want to, and if hat doesn't feel right, go for an epidural. It's how you feel on the day that will probably matter most.