Are there different methods of pain meds you can have during labor????

This is my #3 child (26wks 2days) with my other two children(8&2) i basically had no choice but to go all natural after laboring at home by the time i got to the hospital with both it was time to push so it was no time for pain meds...so my question for the moms what other pain meds could you receive other than a epidural?? Also for moms that have had a epidural do you just feel the first needle when they numb the area or both needles?? TIA☺