I wouldn't have one. Until there was medical intervention for pregnancy, it was hit and miss on surviving delivery. I don't like those odds. Plus, it's more comforting to know that should something horrible go wrong, you're in the right place for it. I don't want to risk my life betting on an ambulance getting to me on time.
Besides, these days, more labor and delivery rooms are setup like a living room. The one I was in even had paneling hiding the wall equipment. It also had a TV, VCR, mini-fridge, CD player and two pieces of fold out furniture. It was very nice and home-y.
Good luck to you! Soon you'll have that beautiful baby home and forgot all about this anxiety!