IUI questions

Friday we got confirmation from my OB that we lost our 3rd pregnancy. After a long discussion with my doctor we discovered we may need more assistance in conceiving and staying pregnant. One option that he brought up was IUI. Anyone who has done IUI, can you tell me about your experience? What was the process like? Did you have any success? We aren't sure if we are ready to do IUI yet, but I just wanted some real world advice.