I birthed both babies at a birth centre, where epidural wasn't an option. Had it been, I might have asked for one at the first birth even though I'd said on my birth plan I didn't want one. The other pain relief options were pethedine, morphine and gas. I'm not good with opiates (they make me spaced out and I vomit) and I had a suck of the gas during the first labour and it did nothing, so I gave it up. Knowing that the pain relief options weren't for me made it easy. I felt kind of matter-of-fact: 'there is no pain relief which I feel is going to do what I want without side-effects, so I'll just have to do it without.' Worked quite well.
(Also having awesome midwives who were sympathetic and firm when required was a great help). Plus M was there to back up my decisions if I couldn't voice them myself - that wasn't needed in the end, but it was good to know that I had his support.