I haven't had one, but I've been one.
Unofficially, actually, since I'm studying to be a Bradley Method teacher rather than a doula, but still...
Anyway, there's a great book out, if you haven't already read it, called Mothering The Mother, by Klaus and Kennell. It's a little statistics-heavy, because it explains all the randomized trials that proved the effectiveness of labor doulas, but if you're at all unconvinced this might be the book that pushes you over the edge.
If you are planning to go natural, the first thing I would recommend is that you take a Bradley Method course if it's at all possible. Advance training will serve you very well in labor and allow you to know in advance what sort of relaxation techniques work for you, although depending on your doula this might be something she'll help you with as well. But don't count on that, find out before it's too late, because Bradley classes traditionally last 12 weeks!
Most of the doulas I've researched charge between $150 and $350, and that usually includes at least two prenatal meetings to discuss what you want, plus the labor, and almost always a postpartum visit as well. I know it sounds like a lot of cash when it's coming out of your pocket, but not when it's going toward helping you have a birth experience you can look back on with joy and pride.
Also, it's worth asking any doulas you interview whether they have any experience with submitting their charges to an insurance company. Some companies will pay part of the cost of a doula, especially if you do successfully go natural and they see how much money they've saved.
If you haven't already found these sites online, they're a great place to go to find a doula in your area:http://www.dona.org/http://www.childbirthprofessional.com/
Good luck in your search,