The data seem to suggest that if you have not had success after 3 trials of IUI you should probably move on to IVF.
IF you have male factor fertility, IVF might improve you success rate fairly dramatically. Intracytoplasmic Sperm Injection (ICSI) can work quite nicely. IVF is fairly "invasive". There is quite a lot involved in a cycle. If you would like more information, a good site is GoIVF.com.
Well, IVF w/ICSI overcomes alot of the male factor, so I say if your kinda in a rush...move forward. If you still feel like you "have time", do IUI a couple more times... couldn't hurt, might help.
Good Luck! and SSBD!