DH and I spoke about this a lot when we went through our stim cycle.

Essentially our clinic only gave us two options on paper (that we had to sign) for any embryos that we didn't have transferred - to donate them, or to discard them (I HATE that word, but that's the word they used).

After our unsuccessful stim cycle, we had 4 snowbabies remaining. Because of my spiritual beliefs, I'm not at all comfortable with the discarding option. And DH was uncomfortable with the donating option.
So we have decided that we will have all our embryos transferred, and leave the size of our family up to God to decide.

Whatever you decide, I think you both need to be comfortable with it.