The day I had my c-section, I was actually in labor. That night I didn't sleep and I was having contractions. Breathing through them was hard and I couldn't talk during them. The best thing to do is find a technique that works for you. They tell you to breathe this way or do this, but sometimes certain things feel better for certain people.
I hold my breath during piercings, tattoos, and yes while I was in labor with my first. I've noticed that those who do this type of thing generally know when to breath and how long to hold their breath for. At least for me that's how I am.