What next

So we've had 3 IUI's and they've all failed. I see my RE dr tomorrow to regroup since it's been a few months since I've seen him. I'm guessing he'll say ivf is our next step. I'm not sure I want to go through with that due to the money it costs, what it does to your body, the fact that it may not even get us a baby or two, and I have some religious reasons that make me feel uneasy about it. But I really want kids and so does my DH. I don't think adoption is something we'll consider, that's our choice. Just curious what are your reasons for either doing or not doing ivf? And how much do the shots and side effects and money suck? Thanks, wish me luck!