I used natal hypnotherapy with my birth and it was fantastic. I can tell you what I did that worked for me. I did the relaxation CD about 2x a week from maybe 10 weeks until about 30 weeks. Then I did the birth prep CD about 3-5 times a week from then until birth (had my daughter when I was 37 + 5). I didn't do the relaxation one at all once I started the birth one. You can if it helps you, but I would do it in addition to the birth prep one, not in place of. We did take the class, but honestly it was EXACTLY what was in the book, plus some practice hypnotherapy sessions. As long as you read the book and have an understanding of how it's meant to work and you feel comfortable practicing on your own without any additional coaching to get started, you'll be fine.
I'm not actually even sure what exercises there are in the book because I didn't even get to finish that bit before I went into labour. Literally, I tossed the book at my husband that night as we were going to bed and told him he needed to read the chapter for birth partners. He said he'd read it that weekend and I joked that he'd better read it soon or I was going to go into labour before he did! I woke up to my waters breaking 4 hours later!
What I did do though was to write down some positive affirmations that I found inspiring (like 'I trust my body to calmly and safely birth my baby' or 'any sensations I feel during labour will simply be ones of warmth, pressure and power' - some of these parts of the birth prep track that I especially liked, some I came up with on my own). Then I posted them around my house and read them constantly during the day (put one on my laptop screen, another on the bathroom mirror, on the kitchen cupboard, on my clock next to my bed, etc.).
I also did a lot of visualisations of my birth. I took a pregnancy yoga class and we'd spend the last 10 minutes every class 'relaxing' or 'meditating' on our mats. I would spend each class just imagining a certain part of my birth and how I wanted it to happen. I also did this at night when I couldn't sleep.
I think all of this really helped. I had such a great birth experience - only pain relief I needed was a TENS machine. I was really comfortable through most of it. By the time I thought to call the midwives and they arrived, I was already fully dilated and starting to push a little, but felt totally relaxed and in control. They actually didn't believe I was in active labour yet and almost left! But then one noticed how close together the contractions were and how I was getting a little pushy. She checked (I wouldn't recommend VEs - that was horrible! But at least she believed me!) and realised how far I was and suddenly they started unpacking things and getting ready.
I can't recommend natal hypnotherapy enough. Just practice, practice, practice, and try not to overthink it. You don't have to take the class or do every exercise in the book and your partner doesn't even have to do much (honestly, mine just protected my birth space from too much noise and commotion and helped support me physically when I was squatting or walking around, but I didn't need him to do any of the actual NH stuff with me). It does work if you let it!