I have not been through it, but know plenty of people who have. One couple I know went through 8 tries and finally on the 9th one it worked. They have twins now and are trying again. I'm not sure how you get that much money together to have enough for 9 tries plus some, but they did it!
Good luck to you! It is a long and tiresome process, but it does work for so many people. All of those shots will be worth it!
-Amy
http://www.parentingzen.com