Have you thought about doing hypnotherapy? I can't recommend it strongly enough, especially if you're someone who is easily panicked and feeling really nervous about things. It helps so much with anxiety and also with pain during labour. I did natal hypnotherapy (CD is 12 quid and you can get it on amazon, so it's not expensive, you just have to take the time to practice).
As for preparing for birth, I would go in with an open mind and not be opposed to using any pain relief you find you need at the time. BUT I'd also not go into it expecting it's going to be horrible, scary, painful and that you aren't going to cope. Because more than likely you'll be just fine!
I had a completely natural birth (actually, a home birth). I did the natal hypnotherapy for several weeks before and had the music CD that goes along with it playing in the background. And I just used a TENS machine. I had a birth pool, but only really got in for about 30 minutes and didn't like it very much so preferred to get out and walk around. I used the TENS up til I was fully dilated and starting to push (then had to take it off because I wanted to get in the pool), but then had nothing after that, just walked around and stayed upright and moving. I had gas and air available, but never felt like I needed it. It really is so very doable! And you really can do it! But the key to it being comfortable really is getting your anxiety under control because stress hormones prevent your body's natural painkillers from working and they make you tense up. The key to having an easier time of it really is staying relaxed, not stressed and not letting your body tense up when you have a contraction. If you're afraid or nervous or feeling like you can't do it, that will be much more difficult.
But really, you absolutely can do it!! Do try the hypnotherapy. I can't say enough how much it helped. I was so relaxed and chill and always felt in control. Contractions (which really don't last that long anyway) were uncomfortable and unpleasant, but they weren't unbearably painful. But I don't think it would have been as easy if I hadn't done the hypnotherapy. That was my first baby as well and I really had NO idea what it would be like. But I went into it just believing I could cope and not being afraid and I think that made a real difference.
At the same time, don't work yourself up thinking you don't want an epidural or that things have to go a certain way or you'll be upset. The best birth experience is one that's positive and as comfortable as possible for you and your baby. If it means getting an epidural, then that's okay too. But try to focus on the positive first and have faith because most women don't need pain relief and you probably won't either.
