Hi,
My suggestion would be just as Caroline said...know your options and always have a back-up plan. You never know what to expect when it's your first child; you don't know what it feels like, you don't know how long your labor is going to be, etc. That's why it's best just to educate yourself on the options available so that you can be prepared for any situation that might arise. I think it's also good to have a plan in your head, but don't expect it to go that way necessarily. Some women get so tied up in wanting their birth to be perfect or a certain way, and often times it doesn't happen the way they plan. You cannot plan complications, when the baby will come, or how the labor will play out.
My thinking process while I was pregnant was this....I knew what I wanted and didn't want, but I also knew that it may not happen that way. So I was flexible with the way things might happen and I was educated. I knew I wanted to try to have an epidural if I could, but I knew that it was possible that it wouldn't take or that I wouldn't get it in time. So I had to think of a plan B in case that happened. My plan (as cheesy as it sounds) was to remember in my mind that labor doesn't last forever and that the contractions will subside and give me a break in between them. So that way I could focus on the fact that even though I would be in pain, it would be short lived. Just remember that this is a normal process for a woman, enjoy yourself, and take it all in because it goes by very fast!
But I must say that I really enjoyed my epidural. I actually only received the epidural right before I pushed (because I progressed so quickly and there wasn't an anesthesiologist available). So I basically felt all the hard contractions right up until the pushing stage. They were quite painful, but I know that I could have done it naturally if I had to. I was prepared for that because I honestly didn't think the epidural was going to take that late in the labor. But boy am I glad it took! I always tell people to definitely consider an epidural if they want to really enjoy the labor and not have to focus so much on the pain.
There are other options besides an epidural as well, like pain killers in a shot form. But most people say it just takes the edge off and not for very long. Some hospitals have large bath tubs to use, birthing balls, etc. I would also recommend looking into a doula if you are hoping to have a drug-free birth because I agree with Caroline that they really do help through the labor process. Although I did not have a doula, I have heard great things about them.
Good luck!