It is very personal.
I had very intense latent stages. I saw someone said that they'd put gas and air below water, but for me (for various reasons this didn't happen), G&A would have been mighty useful to get to the point where I was dilated enough for the pool. I loved gas and air, but others have said it does nothing for them.
Tens- irritating buzzing feeling. Did nothing but annoy me. Ripped it off within half an hour. Others love them though!
Diamorphine/pethidine - only thing I was dead set on avoiding. Sleepy, out of it, etc all very frightening ideas to me, so I said I would move straight to epidural, which with DD1 I did (nothing but pool for no. 2).
Epidural - I'm one of those who found it an awful experience. For various not particularly dramatic reasons, but one was that towards the end (despite apparently being appropriately sited and being topped to the max) it provided incomplete pain relief. And being topped up to the max I couldn't move from my back. Ended up totally attached to gas and air for the last hour or two (even between contractions!).
Water- like a magic wand which took away all pain. Literally no pain after I got in. However, DD2 had shifted from back to back just before I got in, so it was possibly a combination of the water and the massively high endorphins I'd built up over the previous few hours with the sudden drop in pain.
So, for me, gas and air and water were the ones I'd want again.