I have now had two babies, both came early, my son at 34.5 weeks and daughter at 36 weeks, though both were perfectly healthy and came right home with me. Both births were vaginal, I had an epidural with my son and absolutely nothing with my daughter. There was never any question as to if I would need O2 or anything like that in labor and I didn't get short of breath pushing. I will say that I did have to cough once with both babes during a contraction and that really hurt, but I made it!