Hi Trish,
Yes, I did and it was wonderful. It wasn't just a bath either it was like a big spa only without the inserts, big enough that DP was in there with me. They say being in the water is great for pain relief and if that is so then I would have hated to have been out of the water because I felt it was pretty horrific anyway. I felt so comfortable in the spa though as I had tried all the other possible positions and this was really easy to move around and quite soothing in between contractions. She entered the world through the water with no complications. The only down-side for me, I think was that the midwifes couldn't monitor me as closely and I suffered a 3-4th degree tear but who knows that could have happened anyway. You can always deliver out of the water, drop the water level or stand to avoid that.
How exciting Trish, good luck and all the best!