We went straight to IVF without any IUI. However we did do 7 rounds of clomid before hand all of which were unsuccesful.
We made the decision to bypass IUI because of the combined cost and success rates. In our clinic, IVF was about $2500 more than IUI. We made this decision hoping to have some frozen, however this never worked out that way.
You and your husband are the only one to be able to make he decision, and i wish you all the best