I could have completely written your post word for word in 2005! I said: "Gas & air is meant to make you feel drunk, which I don't like (am pretty much teetotal - don't like alcohol taste), pethidine ditto, and an epidural, well you can stay away from my back with a needle thank you very much. But I am keeping my mind open..."
With DD1, (an induction at 39+6) I had co-codamol when I was twingy, to get some sleep on midwife advise, with the TENS Machine, and then I had G&A in the last 45 minutes for pushing. I was told that G&A can make you feel very sick if you take small frequent puffs, but that if you take big long drags it doesn't. I took the breaths of my life (hate feeling sick) and apart from passing out with each set of breaths, due to the G&A, I had no nausea.
With DD2, I started without anything but TENS (another induction this time at 35+4), but I had the urge to push at only 4cms, so was advised to have pethedine to relax me & enable my cervix to move around (it had slipped up behind baby's head, and so she was pushing down on cervix wall instead of os). THAT was wierd, and drunk feeling, but I didn't actually care. I also had G&A. When the time came to push, my head cleared like a thunderbolt, I came out of the pethidine induced haze, and I declared "I've got to push this baby out". She was born 5 minutes later.
Having laboured twice, I would say do keep your mind open. I thought that pethidine would be horrific, but although it did exactly what I thought it would do, and I did vomit after the birth,I coped and it helped my labour progress smoothly. I prefer the control of G&A, because it is out as quickly as it is in, but if you have a fairly laid back approach to your options, you won't be stressed if you end up choosing to have more pain relief than you originally planned.