You should definitely talk with an RE about doing IUI. That's my suggestion. I also have PCOS and clomid (months and months of it - on and off over the course of 7 years) never helped me. We were finally able to conceive after IVF. So don't be afraid to talk with your doctor about more options. And most of all - GOOD LUCK and HUGS to you!!
I too have PCOS and failed to conceive with clomid. My doctor has suggested HCG with IUI (insemination) as a next step before IVF. Just an FYI - Fingers