First of all, even though you didn't ask for advice, I want to tell you that you should be ready to take an antidepressant immediately after giving birth. I too have dealt with depression and anxiety and with my first pregnancy I decided to stop all medication and I had post-partum depression that bordered on psychosis and I suffered a lot longer than I should have. After seeking help I was told that woman that have a history of depression should NOT be off medication after delivery because of the high-risk in developing severe post-partum depression. My doctor told me I should have never went off of it while pregnant. With my second I decided to stay on my medication and my husband made sure I took it as soon as I could after delivery and I was so much happier. It was like night and day between the experiences!!!! So I don't want to add more stress to you, but I feel I need to pass this along because no one should have to go through what I did.
As for the delivery and being scared I think you should try to think about how you currently handle pain and go from there. I am someone who is quiet, doesn't want anyone to touch me or talk to me when I am in pain and that is how I was during both births. And I made it very clear to my husband and nurses. You need to do what helps you the most and not worry about what the "classes" say. I had my eyes closed almost the whole time and just focused on breathing and the "professionals" don't think you should do that, but that is how I cope with pain the best. The only thing I had my husband do was to rub my feet during the early stages because it helps me relax. So think about what helps you get through pain and then do that.
You may also be quite surprised by how you do. I have a friend who is "tough" and has peircings and tattoos and she could not handle labor and requested every drug available, and she was proud of it. :) She didn't care what people thought, she just wanted to be pain-free.
Your labor pain could be so many different things. With my first the nurses kept asking how they were feeling and kept focusing on my belly area and I didn't feel anything there. I only felt pressure/pain in my back/butt area. It turned out that I was having back labor and my baby was facing up instead of down. With my second I felt the contraction in my abdomen and it was a completely different pain. Both were painful but in completely different ways.
As for medication, make it know VERY clearly that you want pain medication and don't let anyone talk you out of it. You may do fine without it since you have never given birth, but because you are so worried I think it is best that you go this route to calm you down. With my first I had nubaine(sp) which allows you to sleep/relax in-between contractions, but you still feel your contractions. And that is all I got because epidurals do not work on me. I also did not feel any increased pain while she was crowning and while pushing out the head. With my second they were able to get an epidural to work for about 10 minutes and I tried to push and I hated it because I couldn't feel anything!!!! I asked them to take it out so I could feel the contractions and push better and they did.
The beginning contraction to me felt like the worst diarrhea like cramps I have had. I'm sure everyone feels it different, but that is what I thought and I thought it was managable. Your contractions will get stronger (more painful), last longer, and come more quickly as labor progresses. For me the hardest part wasn't that they were stronger but that they came more frequently and I didn't have the time to recover and refocus between them. It would be like getting stung by a bee once.....it hurts and it sucks, but you get over it. If you got stung every 15 minutes it would still hurt but you have time to relax, but if you are getting stung every 30 seconds it is extremely hard to deal with. This happened with my second because I ended up having an emergency c-section and they kept trying to give me another epidural and the contractions at that point were constant and I finally lost it. I yelled and cried and started throwing up and told them to put me out now!!!! (that was after I apologized to everyone for throwing up and losing my cool) My first wasn't like that at all.
I know everyone keeps telling you that it is different for everyone and you don't want to hear it, but it is. And I'm sure you are going to get a ton of replies that are like mine and will tell you that each birth is different. I personally think that you should keep watching births on TLC or wherever until you are so sick of watching you would rather stick a fork in your eye. And keep reading about different experiences. I read non-stop and watched 100's of births on tv so I could see as many different experiences as I could. It might be scary, but eventually it shouldn't be as bad.
Make sure you know what you want and you tell your partner, husband, Mom, doctor nurses and whoever else is going to be around. And if you change your mind in the middle of it all, then do it. I kicked some people out at certain times and didn't feel bad at all.
I also know you are very near the end, but you might benefit from a doula or some sort of birthing coach besides your husband.
And don't feel bad about the birthing class making you feel worse. I didn't finish my first set of classes because they were not doing anything for me and the person (who was a nurse) wasn't able to answer the questions I needed answered. She would brush of concerns because she said the liklikhood of them happening was slim. I ended up having severe complications with both births and could have benefited from her knowledge and instead I learned on my own by reading and was prepared only because I prepared myself. There are probably some fantastic classes out there, but listening to and questioning (sympathetic) Mom's is sometimes better.
I'm sorry if this is so long, but I really want you to be able to have a great birth!!! Yes, it does hurt and you will think during it that you will never want to do it again, but it is so wonderful and so worth it!!! And afterwards you will forget the pain.
Please email if you want to chat or ask more questions, although I am sure that you are going to get so many responses you won't have many questions left :)