Hi baby-diva - I have had 2 rounds of IUI: the first natural and the second taking clomid. In both cases my FS monitored me using ultrasounds to measure the follicles.
First round - the natural cycle - I had one follicle and when it got to 18mm and based on my cycle history, we did the IUI. OH had to go into the clinic to deliver his sperm sample then 2 hours later I had to go and pick it up (in these two hours the sperm has been 'cleaned' - removing all the losers and leaving you with the strong, fast mega-sperm - you should also receive a report to go with it showing you all the counts etc before and after washing)
I then took the sample up to my FS clinic where she did the procedure: this is kind of like having a pap smear, she uses the same instrument to open you up so she can see your cervix but instead of the 'scrape' she inserts a cathetar into your cervix up into your uterus and then uses a syringe to inject the sperm. Don't worry - this doesn't hurt in the slightest - the most uncomforable thing is the beginning bit but that's just like a pap smear so nothing to worry about, I never felt the cathetar being inserted either time.
And that's basically it - she did give me some progesterone tablets that first cycle to see if it would help lengthen my luteal phase (it didnt' so she didn't bother again) - apart from that it was a normal 2ww.
As the first cycle didn't work and the next cycle I o'vd way early, my FS then put me on clomid. The procedure for this second cycle of IUI was exactly the same except that I now had 3 follicles thanks to the clomid. She also gave me HCG shots - from reading on here I understand most people get these 24-36 prior to the IUI. Because I tend to ov early anyway and we were holding off on the IUI as long as possible, I actaully had the HCG shots at the same time as the IUI -i was v sceptical about this as I'd never heard anyone else having it then, but it worked as I just got my BFP!!!
I have been using a CBFM for some time now so I continued to use this to help monitor ov alongside the ultrasounds.
Good luck!