I also didn't find an option that suited my feelings, but I chose I'm comfortable with them and will accept or refuse them freely.
I don't find them painful at all, so that affects how I feel. I have a midwife who will ask if I want one, and leave it up to me. I like to know what's going on, so I will have one sometimes at a prenatal exam around 38 weeks +/-, (also to have a stretch and sweep, if I'm at that point) and in labour, I like to know that I'm making some progress, so I had one when the midwife arrived last time (6-7cm) and one to make sure I was OK to push, at my request. I was pushing involuntarily, but didn't quite feel safe to go with it yet. The midwife said "if your body wants to, then go for it" but after she checked me, she said I was at 9, so I should try to pant through another one or two contractions, and then I could push full strength. I had her check again before I pushed, just to be sure.
My midwives don't push internal exams, nor do they seem to want to do them just to satisfy their own curiosity, or to make sure I'm staying "on schedule". If they did, I'm sure I'd feel differently!