If you have a natural labour, then there are some painful bits but it’s not constant and you do get “breaks” in between which make the whole process more manageable in my opinion.
I also found the gas and air quite helpful, more because it was something to bite on and also a way to focus more on massive breaths in than the actual pain relieving effects. However, pay attention to the midwife if you do use gas and air, as they will tell you how to use it. I kept starting it too late but if you start breathing slowly and deeply as soon as a contraction starts to build then you can manage to be a little away with the fairies for a second when the contraction hits its peak.
For me, once it was time to push the contractions totally changed and were not really painful anymore just an incredible force helping you to push the baby down. If at all possible, it is at that point that tuning into your body is amazing. By that I mean, try to really go with everything that your body is telling you to do because it really does tell you. The head coming out part feels very odd and is a little bit painful or stingy but mostly uncomfortable. It does mean you’re nearly there however. 
Finally, I don’t know if others have found this, but for my first baby, during the first pushes i was trying to push through my vagina because that’s where I knew the baby was coming out. However, it was really ineffective and actually you really do need to just push right into your bottom like they tell you and let all of those muscles help you too.
One more thing, I’ve done it 4 times and it’s all 100% worth it, good luck.