I am a FTM and have not given birth yet, so who knows how I will actually do. That being said...
I also fought the idea of taking a class because (1) I didn't want to spend the money, and (2) I never found a method that seemed 100% right for me. I *have* been taking prenatal yoga since about 12 weeks and that has provided me with some invaluable coping mechanisms. I also read a few books, some of which I found more helpful than others...
Birthing From Within - seems geared toward women with a fear or childbirth or a really bad prior birth experience. The book gave me a good list of questions to ask myself and think through during pregnancy so that I could overcome any subconscious roadblocks.
Ina May's Guide to Childbirth - LOVED this book. It gives great information on the laboring process and provides coping mechanisms for each stage of labor. Incorporates many of the positions and breathing methods focused on in my yoga class.
The Birth Partner - LOVED, and made my husband read it. I think TBP is the best one-stop shop book in terms of understanding what happens at each stage. possible interventions, and why each choice you make matters. The book also gives some wonderful advice on breathing, positions, massage, and visualization.
Natural Childbirth the Bradley Way - I really liked this book and found that the Bradley method most closely mirrors the techniques taught in my yoga class. The book is pretty focused on advice for the husband, which is nice in that it gives productive tasks to your partner at each stage. (Just a note - Bradley is not for me 100% because I tend to get really annoyed at people telling me what to do when I am stressed, and this book seems to concentrate on the idea that the birthing mother won't know what to do and will need a lot of partner guidance.) (Another note - my MWs swear by Bradley, but don't like the diet - they say that, in their experience, it grows too large of babies.)
Hypnobirthing - I could never get into this book. It seemed like I would have to re-read every paragraph three times because the point just wasn't sinking in. I think that I had problems with it because I could never wrap my head around the idea that birth should be painless. I am okay with pain, just want coping mechanisms, but Hypnobirthing seems to want you to give up the idea of pain completely. Some people swear by this method, it just never really jived with me.