A birthing ball or exercise ball is extremely helpful to a woman. You can use it before, during, and after pregnancy for fitness, as it's designed to be used. During labor it can be helpful to sit on the ball to help open up the pelvic outlet and encourage the baby to move downward. You can also lean on the ball with your upper body with your knees on the floor or bed, and this positions helps encourage the baby to move into a favorable position for birth, as well as offers comfort to the laboring mother.
I have wanted my own birth ball for some time now. My doula who assisted me in the last two births of my children had a ball that she always brought for me to use. I enjoyed sitting on it and bouncing slightly when I was having contractions. When I was in the hospital I had a hard time actually getting comfortable using the ball because of the hard floors and sterile surroundings. I decided that I needed to finally buy my own birthing ball and practice using it more at home to prepare for my home birth.
I paid about $10 for this one at Wal-Mart. It comes with the ball, a small pump, and an exercise instruction booklet. I bought the 55 cm size because I'm short. It's for people who are 5' 6" tall or less. There are also 65 cm balls for taller people, and they are the same price. I've already pumped it up and I'm excited to start using it!