How painful will labor be without an epidural?

I know every experience is different but for those of you who gave birth without pain medication, how painful was it? Do you regret not getting an epidural? I’m leaning towards no epidural. At first I thought I would absolutely want one because I’m such a baby when it comes to pain. But then I got to thinking, and I am starting to change my mind. I dont want to be numb for hours. I start to get annoyed even when the dentist numbs my mouth for a filling! I watched videos of the epidural procedure and boy did that needle scare me. I have also heard they can cause migraines and other issues. I struggled with migraines my whole life until very recently. I don’t ever want to go through those again if at all avoidable. Tell me about your labor and delivery. What would you do differently, if anything. Do you recommend pain meds or is natural the way to go?