you do not have to have an IV unless you want meds - don't let them tell you otherwise. i suggest going med free as you will have the ability to move around and labor - makes for a more gentle exp. for the baby as well - stay away from pitocin! most often epi's lead to pitocin.
also, giving birth laying down is the worst postion possible, and the IV keeps you chained to that bed laying down. also, you will have a catheter if you are under an epi. as well...
as for the other pricks - not sure - i had my baby at home.
and, don't be scared - birth is amazing and powerful and you can do it - naturally.