Azoospermia - Afraid of IVF?

Kristi • Newlywed, looking to start a happy and healthy family! Faith strong, USA pride, dog lovers :)
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 <a href="">IUI</a>, <a href="">IVF</a>, or adoption. DH is not ok with donor sperm, and I am freaked out by going through <a href="">IVF</a>. 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 <a href="">IUI</a> and can explain what their husbands felt? Or your experience with <a href="">IVF</a>?