Epidural - very effective, but be prepared to be stuck to the bed because your entire bottom half goes numb, also a greater risk of having interventions because they reduce the feeling of needing to push.

Pethidine - made me feel very sleepy and quite out of it. It didn't take away the pain but it reduced my perception of it, IYKWIM. Afterwards I couldn't remember much about the labour after having it.

Gas - spaces you out for a few seconds, good as a distraction but as far as pain relief goes it does little.

Well that's my experience!