I did pg pilates and yoga classes for about 6 months with a lovely lady called Michelle Griffiths. She works very closely with the MWs at my hospital (Barnsley) and when I mentioned I was doing her classes my consultant relaxed about wanting to have me on constant foetal monitoring,
She put all the breathing exercises, meditations etc on a CD, with a pull out of the corresponding yoga positions on the cover. The CD takes about an hour to work through, and talks you through everything from calming breathing when labour starts, to pain relief breathing for the pushing.
I have no intention of ever have any more children, so if you'd like the CD let me know. First come, first served.
(I have no idea how effective the exercises actually are, as I had a emcs)