Sugar Qtr - have a look into 'hypnobirthing' techniques for pain management - breathing and visualisation. My wife found it amazing and had no need for pain relief. Also, if you decide you want to avoid pain relief if at all possible make sure it's written into your birth plan that you don't want the staff to keep asking you if you want it - they are very persistent in trying to make you take it.

Nearly all pain relief have side affects for you and your baby, so be sure you definitely want it.