Whether you wear a bra for labor ultimately comes down to your personal preference. In most cases, women can wear what they want while laboring and it’s completely up to you whether you wear your own clothes or wear a hospital gown.
In the event of an IV or epidural you may need to remove your bra, either for a short time or completely.
If you plan to breastfeed, having a nursing bra can make it far easier, or you can go braless if you prefer. Some women prefer to labor with a bikini top or sports bra for comfort.
If you are undergoing a C-section you will be asked to remove your bra, in case of emergency procedures, before putting on your hospital gown. However a small number of hospitals have no issue with you leaving your bra on for the surgery.