Get second opinion?

Jenni
My husband and I have been trying to conceive for 2.5 years and began seeing a fertility specialist last August. We just went through our 3rd round of failed IUI and the doctor wants to try IVF next, but hasn't found any reason why we're not getting pregnant (calling it "unexplained infertility"). Should I seek a second opinion before trying IVF? Has anyone else done this?