I had an epidural and it was FANTASTIC! A lot of people are very quick to dismiss them due to the possibility of further intevention, but honestly, that doesn't bother me and if it's offered to me again I'll be taking it. If you're not so keen on feeling the pain (as I am) then I'd go for whatever makes you feel the most comfortable, be it epidural, gas, shower (which was also amazingly helpful- almost as good as the epi for me) or doula (which I'm not so keen on, but different strokes and all that). At the end of the day, no matter which method of pain relief you choose or how much intervention there is you'll get to hold you're beautiful bundle at the end of it all, and that's what's most important.
Good luck with the birth and with meeting you're new little person!!