I was induced and started off with a TENS machine and rocking chair. 12 hours later I was getting contractions every 90 seconds and was 1cm dilated, at this point most with regular contractions would be close to birth. I tried pethadine which was great, I could still feel what was happening but couldn't care less.
Fast forward another 10 hours, tried gas and air, which didn't suit me so I had an Epidural.
In answer to your questions:
I don't remember it hurting at all
I had long protracted birth and had anesthetist wouldn't top up the epidural any more, and I could feel a sort of bruising sensation so I pushed then. Midwife was really good at supporting me as well with pushing.
I didn't feel any pain, only when it started to wear off, luckily they can top it up so many times.
At 36 hours the surgical team were called in as baby was distressed (which was probably down to length of labour and being induced 3 weeks early rather than epidural), but I had two teams in with me and they saw me through giving birth. I was very tired at the end and kept falling asleep (despite the fact I could feel bruising) but my team and baby team stayed and got me through to the end. I gave birth naturally.
In my circumstances I'd have it again. The nursing staff that saw me through labour were brilliant by the way and so supportive.