Hi Carina,
It's not to early to be thinking about the labour and pain relief. I've had 2 children naturally. For my first, I was in labour for 42 hours and the pain was, to be honest, excruciating throughout. That was because my son was "back to back" and his head was at a funny angle too, so although I could cope with the pain of the contractions (which were strong and frequent from the start!), the back pain was awful. A tens machine helped a bit. A birthing pool helped more, but my labour went on so long as was so painful throughout that I was exhausted, so I also agreed to try an epidural (which I had been dead set against because I feared the temporary paralysis).
They gave me the epidural and topped it up 2 or 3 times, but it didn't work for me. It was my worst nightmare - I couldn't move my legs but I could still feel every contraction
After they had tried to give me it the 2nd or 3rd time and it still wasn't working, I decided I'd had enough and let it wear off. The staff thought this was unusual - they thought it unheard of that someone agreed to an epidural then let it wear off hours before delivery, but then again, they also said it was rare (and seemed so worried) that my epidural hadn't worked. I think it didn't work for me because I was dead set against it! Perhaps that's a silly thing to think, I don't know, but I'm glad it didn't work and that I let it wear off and have the birth the way I had wanted originally.
Don't let my experience put you off - you have whatever pain relief you want. Most of the women in my family have had epidurals - they decided they wanted them from the outset and were very happy with them. In fact, when it works, most of them were sitting up in bed, happily chatting away to their partner/reading a magazine etc. during labour
and had no problems at delivery. I think that, for the majority of women who want epidurals and who'd happily accept medical intervention during birth, the epidural is the best (as it is the most "total") form of pain relief.
Birth is painful though - you will experience some pain before the epidural and pain/discomfort even after the birth - that's just how it is. But although it IS painful, as my mum says, it can't be THAT bad or else we would never go through it again! Especially wimps like me, who's onto her 3rd baby
P.S.
For baby no.2 - I had a lovely labour. I spent most of it at home with no pain relief. Then only 5 hours in hospital that time, mostly with gas and air and the birthing pool and it was like a walk in the park compared with the first because the baby was in a better position for birth. Labour is different for different women and even different between babies for the same woman.
You go for the type of birth (and pain relief) you want, but as others have said, keep an open mind. If one form of pain relief isn't much use, ask for another. Try them all! As long as you have a healthy baby at the end, no-one cares how you did it, least of all you.
In the very beginnig, I was thinking about absolutely natural labor...But now I am not so sure. I've read a lot about epidural, and I am more and more inclined to have it. Do you already know, what are you going to do?
I ended up having an emergency caesarean with a catheter and the recovery was the most painful thing I've ever had to go through! So obviously hoping to avoid another section! 
do you always have to have a catheter when you have an epidural?
This is going to be my first baby, so I have no idea how it will go...I saw one TV programm, and there was that woman, who even couldn' t feel the contractions with all of her children. It was like sitting, chatting with friends and then an urge to push with no pain 
