No speculum here, either, just fingers. The midwives (and later obstetrician) were always superbly gentle. The stretch and sweep I had done at 42 weeks was more uncomfortable than any internal examination during labour.
I also had an epidural but it failed to work (well, it made my legs numb from just above the knee and below but did nothing above the thighs) but really, the pain wasn't as bad as I thought it would be. For me, the hammering my bladder and pelvic floor were getting wen I was still in PRE-labour (the worst three hours of the whole thing and I went from 3-4 cm to around 3-4 cm. I was devastated) was far worse. The actual labour I felt ok. You may surprise yourself with how you handle labour. I was in labour for 71 hours and really, it wasn't that bad (excepting those three hours early on, about 40 hours in).
Later, once I was in established labour and had G&A, the pain was ok to deal with. I sort of played a game with it, taking deep breaths until I just short of the peak of a contraction, then relaxing through the peak (no G&A) and then riding down the wave on the other side. It was actually enjoyable, and not at all scary.
Only occasionally would a contraction slip away from me and I'd get a 'bad' one, where I hadn't time it right. Most of the time I was in control.
And G&A is bloody amazing. I had something not unlike an orgasm during labour (not during the pushing stage, which is how I thought this rare event was supposed to happen). I had the same breathing pattern of an O and felt bloody amazing. Funnily enough though, I hated the stuff if I took when I didn't need it (ie not during a big contraction). It felt like being drunk.