I'd like to put in a plug for Ina May Gaskin's book on childbirth too. It's wonderful! The best ever!! The Natural Childbirth the Bradley Way (by Susan McCutcheon-Rosegg) I also found really helpful in terms of good, clear information and pictures, although not all women find their techniques equally helpful. I have also been recommended (by a person who has had 3 natural births, one of which she describes as painless) Active Birth : The New Approach to Giving Birth Naturally by Janet Balaskas, but I haven't read it yet. It's sitting on my coffee table, waiting for me.
With my first pregnancy I couldn't afford Hypnobirthing classes, but I did get ahold of the book (HypnoBirthing: The Mongan Method: A natural approach to a safe, easier, more comfortable birthing by Marie F. Mongan), and found a lot of the information really helpful and encouraging. I also made a lot of use of the included relaxation CD during my pregnancy, and I think that practice really helped me relax in labor too.