I had the whole hog as well - gas, peth and epidural with a synotocin induced labour

Gas - was good early on, it worked well. But as they started turning up the drip and things got more full on I found myself constantly on it to the point I felt sick and it wasn't doing anything. Ditched that and moved onto.....

Peth - two words: never again. Totally useless for the pain, knocked me out for about an hour and according to DH I would sit bolt upright in bed and howl with every contraction before passing out again. I was totally out of it and that was not how I wanted to spend my labour. Thank god it wore off quickly. That is not an option for this birth!

Epidural - was 100% effective in terms of pain relief. I did feel her crown though and screamed my off for that, I think they may have turned it down a bit by then. But if it works properly you won't feel a thing in terms of contractions - which was a blessing for me because by the time I had it the drip was up full bore and my contractions were nearly off the charts. I was totally with it mentally and able to communicate with everyone which was great. Drawbacks - confined to bed on back for delivery, and the catheter that unfortunately comes with it. But on the whole a small price to pay for the relief, IMO.
Also in my experience once I had the epidural my dilation actually sped up (possibly because I wasn't screaming in agony I don't know). But it took me 12 hours before the epi to dilate to 4cm then I had the epi and dilated to 10 in about three hours. So it doesn't necessarily always slow things down.