I have survived all my 3 births with gas and air, with the addition of a paracervical block (a local anaesthetic). All were induced and very intense with contractions coming with short intervals (1-2 mins), well, at least as soon as they got properly started, labours were 6-18 hrs. I cannot imagine how it is possible to give birth with epidural as I understand it might numb your entire lower body, although I certainly do understand in lengthy labours it might just be the only thing you want, to feel nothing for a bit so you can rest even a little while. Gas gives you control and something to do, and to concentrate on and once I got my hands onto that mask, I never let it go until I actually had the babies out :-D I know it doesn't work for everyone, actually I hear it works for only a few, and I have been called a poster child (mom!) for gas, as so often it doesn't really help at all and that is usually just due to incorrect usage. Well, labour is not really the kind of situation where you would have the patience to try again and practice, so if you don't get it right, I perfectly understand not being willing to try again and maybe delay that epidural you are waiting for.
I just instantly got it, and managed to time it correctly so that for every contraction I was always blissfully tipsy, feeling everything, but just mellowed out, didn't take the pain entirely away but it gives you such a nice feeling you just don't really care :-) And then in between contractions ou are instantly normal. The only problem is that you might not want anyone videotaping you when you're inhaling the gas as it tends to make you speak drowsily as if you indeed were tipsy... and people forget you are actually not drunk, and can hear and understand everything perfectly. But then again I never wanted any videos of my births, pretty horrid thing to watch later, I should imagine.
Never tried TENS, it isn't used where I come from. I hear it is a bit of a hit and miss, works wonders for some and does nothing for others. A bit like aqua bubbles/blisters used in some countries, a friend told they hurt like hell (injecting water under your skin hurts, I'm sure!), and she wasn't sure what the intended method of pain relief was, to inflict different pain so you forget labour pains, maybe?
Best of luck to your birth!