Did IUI... anyone else ever do it?

Tomorrow, Dec 30th, marks 2 years since I lost my baby. Now 2 years later, my husband and I are trying and no luck. We started trying a year ago and in August, we started seeing my amazing fertility doctor. Started on clomid, didn't work. Started HCG shot last month, didn't work. This month did another round of clomid, HCG shot and 2 rounds of IUI. Wasn't the most pleasant experience. Chose to do 2 rounds bc my husband's cousin got pregnant the first time they did the IUI with 2 rounds.