rdy4number2,
That's a bummer that you weren't able to go through with the whole process this month. I hope it works out better for you next month!
I just noticed this thread and wanted to add my story to it. We did timed intercourse following Clomid (days 3-7) and the Ovidrel shot twice myself. Following ovulation, I also used Crinone for the two week wait. It didn't work for us either time, so we've moved onto IUI this month (using the same meds) and should know in a couple days whether that worked. I think it's a good idea to give timed intercourse a try though; it is a little less invasive.
I had zero side effects from the Clomid. After the Ovidrel shot, all three times (because I also used it for the IUI), I think I felt myself ovulating over the next day and half. It was really weird, because I usually feel nothing at all! Felt like sharp little pangs on my left side, which is where the larger follicles were. It was kind of a comfort to feel it working, I have to say. I have found gross buildup as a result of the Crinone but no physical side effects with that.
The other noteworthy thing is that following each round of meds and timed intercourse, I had to take a rest cycle because the Clomid caused cysts. From my understanding, this is not uncommon. If this current IUI cycle doesn't work, I wouldn't be surprised if I have to sit next month out due to a cyst again.