I had an epidural the first time and only gas the second. If I had a choice again I would choose to do it without the epidural as I felt much better afterwards and liked being mobile straight away. I'm sure I recovered more quickly too. Also first time I need forceps due to foetal distress and this meant a tear and episiotomy. I did tear second time too but not so bad. Whether the forceps would have been necessary without the epidural I'll never know.

My second labour was 3 hours so the contractions were very intense and painful and very close together (ie no time to rest in between). But I was already 5cms when I got to hosp (after just an hour or so) so no time for pain relief but also psycologically (sp?) it helped to know I was half way there. I won't kid you, the pain was very bad and if I'd had the choice I might have weakened and had an epidural again. But I am very glad I didn't and I recommend you give it your best shot to last without it.

ETA, It is extremely empowering as has been said.
The most important thing I did second time round was prepare. I read birth stories and articles here, and also New Active Birth which I highly recommend. This reading made a HUGE difference. I also had painful BH second time round, so I was able to practise breathing through them and also to experiment with positions that felt relatively comfortable. This clearly worked. I found a position that helped with the pain (after reading New Active Birth) and when I got to the delivery suite, I got straight into that position and stayed there. The midwife told me that it was a great position as it was opening my pelvis right up. After it was over she told me that as soon as she'd seen me get into that position she knew I'd be able to do it without pain relief.

One thing I remember from my first labour was that I was lying on my back when they recommended an epidural. Had I known more, I would have tried changing positions before deciding. The pain is definitely worse lying on your back, and also sitting (as in the car on the way to hosp). So try not to make a decision at these times. Find a better pos and try that first.

Good luck, it is hard and painful but it can be done and is well worth it.