It's nice to know that we aren't the only ones out there with these problems.
We live in Central Pennsylvania....I have talked with some other people from PA, with different insurance than us, who have gone through IVF, and none of their's was covered through insurance either. I know that some states require that companies cover at least part of it, but Pennsylvania isn't one of them.
We started with Chlomid, similar to you, but didn't do any IUI, because our RE told us that the success rate would be around 5% each time we tried....We just figured it would be better to save our money and put it towards IVF, which has a 55-65% success rate. It has taken us over a year to get where we are now. I never even knew I had PCOS until we started trying to have a baby. And, my husband didn't know he had low motility. Sometimes, I am very thankful that we started trying so early. Otherwise, we wouldn't have ever known about all of this. As far as we know, no one in our families has had any troubles having children. I have found that my Aunt has PCOS as well, but never had any problems having children. (She has two)
We are currently waiting for my cycle to start, so that we can make our next appointment and begin our first IVF cycle. This waiting is one of the most frustrating parts! I've never had a cycle that had any consistency to it, but was always told growing up that I would grow out of it. (I never did...) So, now we wait (until the end of April) to see if it starts on it's own, and then go in, or if it doesn't start on it's own, take Provera for 10 days, to make it start.