Hi lynros, and welcome.... i've only recently joined this thread also, as i'm on my 1st clomid cycle.
I too have unexplained infertility, and my Dr has suggested 3 clomid cycles, then IUI, and then IVF if needed - i'm not too sure about injections, i haven't read much info about them - or are they tied in with IUI?
For me, i'm ok with taking small steps, and if that is no good, then eventually i will arrive at IVF - i guess i've been trying to take the least invasive treatment option over the straight to IVF option, and DH and i have only recently settled into our own home, where we will be staying put for atleast 5 yrs, so financially the small steps have suited us also! But every one is different, so only the two of you can do what suits your needs.
I definitely understand the disappointment each month - i think i've only used a HPT about 5 or 6 times over the last 2 years, as i just new that we hadn't hit the jackpot - actually my Dr was surprised when i casually mentioned at my last appointment that i didn't have any HPT's in the house!!
Best wishes to you, i'm sure someone on this thread will have some info on injections - collectively, there is so much knowledge contained on bellybelly regarding fertility, i'm amazed at what i've learnt! And everyone is so supportive.

Enough from me tonight, i need some sleep!