I had gas and pethadine with both DDs and only gas with DS and survived all births OK! I agree it depends on you what works best. I was terrified of epidurals as my friend had one and it shut down her whole body and they had to revive her then give her a general and a C/S. I realise that its pretty rare but I decided I didn't want anyone messing around in my spine LOL
I have other friends who swear by epidurals so really you will find supporters for every form of pain relief including none!