Poor you, sounds like you are feeling pretty stressed right now. Remember that lots of people are anxious about having their first baby, it's normal - it's an unknown situation. However, being prepared can really help. So it's good you are tackling this now.
Your antenatal classes do sound a bit scary! Who is running them - are they hospital classes or NCT? Remember that hospital classes tend to focus on what happens in the hospital, and on explaining processes and procedures, rather than on the more emotional side of giving birth. Could you find an independent childbirth educator or doula who could sit down with you perhaps in your own home and spend a couple of hours working through some of the things that are worrying you?
Don;t forget too that people often feel compelled to share their birth horror stories but lots of women have lovely, uncomplicated, straightforward births every day, it's just that you don't tend to hear about those because they are not very interesting!
Have you thought about hiring a birth doula? They can be a great help with people who are especially anxious, before the birth you can meet several times to explore what worries you and come up with some strategies to help you cope. Then during the birth they can be a great help in giving you lots of support and encouragement.
Another possibility might be something like HypnoBirthing if that appeals to you - do a web search on it if you are not familiar with what it's all about, but essentially it focuses letting go of fear through self hypnosis, and therefore reducing tension and pain. It's not for everyone but some people find it useful especially if there is a lot of anxiety.
In terms of the epidural, it's true that sometimes epidurals slow down the pushing stage, largely because they relax the pelvic floor nd reduce sensation. They also make it harder for you to get into a good position for pushing as you are pretty much flat on your back. In those cases sometimes they will suggest turning it down so you get some sensation back for pushing -however I have never seen one actually be turned right off without the mother's consent.
I agree with the suggestion about doing a birth plan and most importantly discussing it with your midwives beforehand, you can explain what is worrying you, and make any specific wishes known ahead of time. A doula can also help you put this together, even if you do not want to hire her for the birth itself.
Remember that a planned cesarian is more risky for the baby, plus you have the recovery to deal with which can make it harder to take care of your baby in those early days after the birth. Think too about the environment - a cesarean is basically surgery so you would be in an operating theatre etc, perhaps not the best one if you are already feeling really stressed. However if you really feel this would be better for you given your history of depression then definitely worth discussing with your doctor.
Good luck and let us know how things go.