I used mine from when the pain from the contractions became so bad that I couldn't speak. When I first used it, I had it on quite high, but by the time I was at the hospital less than 2 hours later, it was on maximum! I was already 7cm dilated by then, and in so much pain, I couldn't be bothered to put my trousers back on to walk down the corridoor to the birthing pool!
I'm sure that if I didn't use my TENS machine, the contractions would've been even more painful, (if that's imaginable). The TENS machine just took the edge of the pain ever so slightly, but enough to stop me from fighting them which is crucial according to my midwife! I would defintely use one again!