Popping in from the Feb board...
With my first baby my water broke in bed, around 5 am. I remember hearing and feeling "POP POP POP" (don't know if there really were three pops or not, but that's how I remember it as I jolted from sleep!). I was awake so fast and bounded out of bed, making it to the bathroom in about 3 steps and getting on the toilet just as everything gushed. Contractions began about 45 min later and Jenna was born at 12:35 pm.
With my second baby, my water didn't break until I was pushing.
I agree with others who have mentioned the statistic that only about 10% of labors begin with the water breaking - I've read that, too.
I also agree with the others, by the way, that pooping during pushing is NOT a big deal, you WON'T care when it happens if you even realize you have done it - and many times you won't even know it because the midwife/doc/nurse will quickly and discreetly wipe it out of the way. They see it ALL the time, believe me! And yes, I did it and it didn't/doesn't bother me a bit.