It can be hard to make decisions when grief is engulfing you. Try to give yourself time to absorb what has happened. Ask staff to explain the options and choices available to you. Some women and / or partners just want whatever procedure is necessary for their child to be born immediately. Others need time to think about how they wish to give birth to the child whose heart is no longer beating within them.
Give yourself time to think about how you wish your birth to be. At the end of the day your caregivers are able to walk away, you are not. You have to live with the memory of your child's death, and birth, and ultimately, with the decisions you make. If you were planning to use a birth centre, or have a homebirth, it is not unreasonable to go to these places to have your baby, once the labour has started. There have also been women who have experienced a water birth of their baby, after they have died in the pregnancy. Perhaps your partner would like to deliver the baby, as part of their role.
If you feel you need pain relief (such as an epidural), to deal with the process, then the delivery suite may be your best option. Caregivers are usually extremely accommodating in these circumstances.
If you want to go home and think about options, then do so. Often allowing time and space alone, away from caregivers, can help to come to terms with the shock, and express your emotions freely. This time could be for a few hours, or up to a couple of days. Bear in mind that after a period of around 24-48 hours (from when the baby has died), the baby's physical appearance may start to change. You may wish to read more about your choices and options in
stillborn baby or death of a newborn.
Also be aware that waiting for more than a few days may put the woman's health at a degree of risk. There is a very small risk of the woman developing Disseminated Intravascular Coagulation (or 'DIC') if the baby is left in the uterus too long.