We took a class through our hospital, which was free. To be honest, in retrospect, the classes were not *that* useful for us. What was useful was a few pieces of advice from my OB about how to breathe, which I passed onto my husband and which he used to coach me at times. I will say also that my husband and I have a history of running together and he often acts as my "pacing coach" there, so the breathing/coaching breathing was pretty similar to something we had already been doing together.
The one thing I had trouble with was pushing, and neither our classes nor my OB, nor even my mother (Mrs. Three All Natural Births herself) really gave me any useful advice on that. When it came down to it, it turned out having a mirror helped a lot, which I had not expected. But what REALLY helped was having the midwife start yelling that the baby's heart rate was looking flat and slapping an oxygen mask on me. Suddenly I knew EXACTLY how to push and the baby was out (kicking and screaming!) within minutes. It's true that birthing is very instinctual.
If you are trying to avoid an epidural as well as have a vaginal birth, my advice is to just put off the decision for 15-30 minutes any time it starts to sound like something you might want. My experience was that labor was painful, but it wasn't a constant level of high pain--definitely ebbed and flowed. So if you can breathe and get through the brief high pain portions, you'll be good. Your body also kicks in with some nice endorphins or something near the end and that will REALLY help...I actually got a (very very) small tear and although I felt it happening, it did not hurt at all, which seems really weird, but there you go! Also, I *did* take a couple of Tylenol a couple of times in my (17 hour) labor...I'd taken it at home when my early contractions started and while it certainly doesn't kill the pain completely, it did take the edge off a bit, which was enough for me. So if you're open to that level of pain management, I'd recommend it.
My labor/birth didn't go 100% as planned, but it went well enough that I have no doubts about being able to go through it again if we have a second child.