Hi there. Childbirth is such a special time and nervous time both. The important thing to know is that you should think about what you want to do ahead of time but that you can always alter it once there if you need to.
I did have the epidural and was very thankful it was there for me. Found out I really did not do well with the pain of childbirth and once I had the epidural, it was a much more joyous event for me-- I could focus and enjoy it.
But everyone is different and has to do what is best for themselves at that time.
Here is an article that may help though, give it a read.
http://www.medhelp.org/pregnancy-health/articles/Natural-Pain-Relief-Methods-for-Childbirth/2237
Good luck!