With DC1 I had a home birth and it didn't hurt enough for me to need any pain relief apart from one contraction where I was very tired and lay down on my back on the sofa, and realised, as I started yelling and leapt up from the sofa, that everything is read about avoiding lying on your back was true.
With DC2 I had a home birth again but the labour was short and intensely painful. I had a birth pool which was provided blissful relief and stopped me from noticing the trickle of waters down my leg, which felt as though I was constantly wetting myself. I think my body did its own endorphiney sort of painkiller as I really didn't care about the pain after a while, I was so blissful out. I did natal hypnotherapy beforehand, which might have helped.
I think if I were doing it again I would work my way through the following in order as I needed them:
Hypnosis
Good birth environment (feel safe, warm, dark, few disturbances, privacy, known people, food, drink, freedom to move).
TENS machine (did nothing for me, but some people love them).
Water (birth pool)
Gas and air
Epidural.
Most people find that not all of those options are available, and some don't appeal, so I guess it all depends on the situation. Are looking for alternatives to an epidural because you fancy something lighter this time, or did you have a particularly grim epidural and want to avoid one totally and would rather, say, have a general anaesthetic if you need a section?