To be honest, I would do whatever I could to maximize your chances. It may take a typical couple up to 6 months to conceive naturally at home, but that couple isn't paying $500-$1000 each attempt to conceive. Even if you aren't classically infertile, you can't just pay and pay and pay forever. You need to do whatever it takes to get things working.
Just my two cents - others might disagree with me! But having paid out of pocket for 5 IUIs, I understand the financial strain of it all.