In the UK we are encouraged to stay at home as long as we can manage it, this encourages a natural birth and you're more likely to labour better where you're feeling comfortable. My plan would be to go in when it starts getting unbearable (although being mindful this is your first so could happen quickly!) and when you get there maybe try some gas and air and keep mobile, I never understand how women can labour in bed, I needed to jump around like I had cramp! It's also helps it go along quicker!
I labored for days at home. It was latent labor, so the contractions were bearable and inconsistent. I even went to work and worked around the house, and walked around the mall to make sure the contractions kept coming. Finally my water broke and we went to the hospital. Man, labor started for real then! I was 4 cm when we got there, and delivered him 5 hours later. I agree with not laying in bed. It was wayyyy too painful to just lay still! Standing and walking was the best thing for me.
In the U.S. they don't offer gas and air... They offer oxygen only if you are havin a hard time breathing efficiently dur to back-to-back contractions or your are fatigued from pushing, or if they feel baby needs more oxygen. It was 100% au naturale for me.
That's a shame they don't offer it, that's a big jump between no pain relief and then pethidine/epidurals. Entonox isn't necessarily overly effective for everyone but I think it can be a bit of a crutch, less daunting, I think if I was doing it completely au naturale I may be thinking "ah I haven't got anything I can't do this" lol.