I love getting nitrous (when the dentist turns it up high enough, that is,... many of them just let it trickle and that barely touches me).
I'm the same as you,...there's a difference between being relaxed enough to let go, and relaxed but still nervous. I was fine with the nitrous, and you can still control it by just breathing deeper when you want it, and breathing shallower when you want to. So that makes it less scary because you're in more control.
I can't see a dentist w/o nitrous.
I've never had "conscious sedation" but I'm afraid it won't work.
I HAVE had IV Sedation for extractions and didn't have any problems.