Just to add that you don't have to have your waters broken at any stage during birth if you choose not to. They provide a cushioning effect for your babe's head, and it's perfectly possible for your babe to be born with membranes intact ("in the caul" - considered blessed in some cultures). Whilst rupturing of the membranes may speed up labour, taking away that cushioning (the amniotic fluid) can also have the effect of ramming your babe's head hard down into the pelvis, intensifying contractions considerably - and there is a risk of cord prolapse with ruptured membranes (not a large risk, but it's there, and one that you may not always be informed of).

It's a bit of a myth that labour always involves waters breaking. They usually break on their own in late first stage/early second stage. Or they may not break at all. Either way is fine, and there is rarely a good, evidence-based reason to break them (of course, sometimes there is). They're put there by nature for a reason, after all! Routine Amniotomy (artificial rupturing of the membranes, "breaking your waters") is a facet of actively managed labour, but usually not a necessity.