Do most people need pain management medication in labor?

Personal Preference. In theory most do not require it but the vast majority opt for it in some fashion for their comfort level. It is personal preference and is your choice as to which option you chose.
Depends. It depends on how prepared you are. I will say that about half of the women giving birth at my hospital get an epidural and another 10% or so get IV medications like narcotics. Birthing classes can help you prepare for birth.
Many people. Request either an epidural or IV narcotics for labor. Some choose or have to go without. Do some research, talk to your OB and partner, and make the best decision for you. Find out what your hospital's options are in case you change you mind during labor.