I've been doing self-hypnosis and relaxation throughout pregnancy (my first), and it's been soooo helpful for this worrywart.
I use a hodge-podge of things, alternating recordings so I don't get sick of anything. I really like the Hypnobirthing tapes (Rainbow Relaxation and Birthing Affirmations). My naturopath/midwife is also a hypnobirthing instructor, and she did a session with me and my husband. I also have a CD called "Dr. Larry's Birthing Naturally Program" that I like.
And finally, I just started using "Gayle Peterson's Pregnancy Relaxation," which also includes a section for labor and birth. I think relaxation/self-hypnosis will be my single most effective tool during labor, so I'm really glad I learned how to work with my body this way.