I had a pain relief free labour/birth with my DD 3 years ago and it was 19 hours long and Dr ended up coming in and using the vonteuse (spelling?) and I copped a 2nd degree tear :/ it wasn't too bad though, the tear didn't bother me too much. Sure I was uncomfortable for a couple of days but I don't think it was any worse than women who don't tear (from those I've talked to anyway).
I did try the gas but I hallucinated with it and then had a huge spew (sorry if TMI) after using it so I gave that up real quick
I remember saying afterwards that I'd never go pain free again yet here I am at 36 weeks booked in at the same hospital (low risk, pain relief discouraged) ready to do it again.
Every labour is different. I think you just have to do whatever you feel is going to get both you and bubs through it as calmly and safely as possible. If you're open to having a natural birth with minimal/no pain relief then I think you should try it and if it gets too much you can always ask for pain relief.
Just keep in mind that they might tell you it's too late for some forms of pain relief depending on what stage of labour you're in.....at least that's what my middie said to me when I wanted pain relief.....I think she knew I was so close to the end that she just said that to get me through though and I'm grateful for that as it proved to me that I could do it!