Azoospermia - Afraid of IVF?

My husband was diagnosed with azoospermia, due to scar tissue blockage of his vas defrens. Our doctor told us our only options are donor sperm IUI, IVF, or adoption. DH is not ok with donor sperm, and I am freaked out by going through IVF. I'm sensitive to medications (if there's a side effect listed, I usually get it, especially nausea) I'm also unsure about spending $35k for only a 40% chance of getting pregnant. Any advice? Is there anyone who went through donor sperm IUI and can explain what their husbands felt? Or your experience with IVF?