Follicles w/ clomid, ovulation, iui but no success?

i took clomid w ovidrel for 3 cycles. had 3-4 large follicles each time. had iui's but no pregnancy. has anyone had similiar experience and became pregnant using inject? i'm concerned bc it's my understanding the inject do similiar job as clomid - just stronger. if the clomid gave me nice follicles should i move directly to ivf?