We didn't do any unmedicated cycles. By medicated, I'm referring to clomid and a trigger shot, we never did injectables. I know the idea of using medicine is supposed to give you multiple eggs, but you really only do need one. We did two iui's. The first didn't work, but it was also the first time I'd ever been on clomid (I ovulate on my own) and personally I think things happened too late in the cycle, and I guess I viewed it more as a "figuring things out" run. The second time, the clomid was upped, I only had one egg, we did the iui cd14, and it worked.
Clomid isn't that expensive. If you're paying out of pocket for this (we did) then I would explain that to your doctor and tell them you want to do what needs to be done to give you the best chance, but it is true that sometimes you only need one.