Epidural all the way for me. It's the only option that actually removes labour pain, the others are just coping or masking tools. For my first, I believed the hype and had my hypno tapes. I had a tens machine at first which was helpful for early labour. But I progressed quickly and found it was way more painful than I had been led to believe. I wasn't yet at the point of completely intolerable but I knew it would get worse. I asked for an epidural (not in NHS), was given it right away and it was amazing. My pain vanished, I could feel my baby moving down and I could feel just the start of contractions so I knew when to push.
For my next baby, I told them to put me down for an epidural at my very first appointment! I was induced on the drip for that pregnancy, it took a while to get going so I ended up getting my epirudal before I was even at a level 2 or 3 of pain as the anaesthetist was free at that time - again, not the NHS. So my second birth was virtually entirely pain free.
In both cases, I felt no side effects. I didn't feel numb or pins-and-needles or anything in my legs. I simply felt no pain. I felt the same way as you might feel when sitting on your sofa - just unaware of a body part that I wasn't using. I was able to rest and prepare my mind for the forthcoming birth. And I was crystal clear and focused in my mind on every single second of my children's deliveries. When I had been in pain, I couldn't even remember that I was pregnant. With my epidurals, I was able to speculate for the final time whether the baby would be a boy or a girl, who they would look like, etc. and once born I was able to focus entirely on them.
I would highly recommend it. For me, the balance of side effects and the benefit of the pain relief means epidural wins hands down for me.
Best wishes.