We did everything right

Jenna
My husband and I did everything right to conceive this last cycle. Sex less than 24 hours before ovulation and multiple times before and I thought for sure I was going to be pregnant. AF showed up 3 days late. I'm not feeling overly discouraged but I am feeling a little sad (probably because of AF) 
How many of you did everything the way you should but still didn't get pregnant? I've read it's better to have sex right before ovulation. What have ya'll found to be best for you? Best to have sex on ovulation day or the day before?