3 out of my 4 labours have started with waters breaking first, no other signs.
DS1 - waters went whilst laying on sofa. Heard/felt huge pop, legged it to toilet and stayed sitting on it for next hour. There was gallons of water, I knew I'd been carrying a lot (you could actually hear it 'swishing' around inside me for the previous 2 weeks
) but nothing prepared me for that. DS born 12 hours later.
DD1 - Waters broke with huge gush during labour, DD born about 30mins later.
DD2 - Woke in bed, said to DH I felt strange so we sat and chatted for about 10mins. Felt ok so decided to lie down and go back to sleep but as I shuffled down into bed I again felt and heard a pop and my waters went. Luckily not a huge gush this time but DD was born at home just under 2hrs later.
DS2 - 11 days early, had been sat in deckchair in garden with DD2, got up to go indoors and felt him drop down rapidly in my belly. Cue the by now instantly recognisable pop and rushed into the bathroom. Didn't instantly start having contractions, these started about 1.5hrs later, and DS was born after 1.5hrs of labour 
Never had a show until after waters have gone though.
So if only 15% of labours start with waters breaking I wonder what the probability of it happening 3 times is?