I read a great article on natural childbirth yesterday that I definitely recommend. I have really wanted to have my baby without an epidural, but I've been discouraged from doing that. Not only is it cheaper, but, according to this article, it can be healthier and safer.
The difference is that you have to prepare for it. Most of the preparation lies in living a healthy lifestyle. Go figure. Your body functions always work better when you do that, and this is the ultimate body function for a female. Appropriate exercise and a healthy diet are key to an easier delivery. This article suggests some good exercises.
The article also has good tips for practicing relaxation and things to do when you get to the actual delivery.
Besides, the Lord made our bodies so we could have babies. Unless you have some health challenges that are part of your mortal experience, or you just don't know how to relax, then you should be able to have it without much of a problem! :)