In prenatal yoga, sometimes they have you do what's called a "discomfort pose" -- you hold it for a minute (length of a contraction) so you can practice bearing the pain.
Another good hint I heard was to take the time between contractions to relax, instead of tensing up for the next one.
And if you're the focus of loving, supportive attention (midwives, doula, prepared DH), that's also going to make the whole experience easier. Reducing fear and stress is important.
I should add the caveat that I haven't had my baby yet, so I may be full of sh*t
