Think of the Rube Goldberg stamp licking machine, the one where they spill a container of ants and have them run down a chute, across some stamps and an anteater, positioned just so, tries to catch them with his tongue, thereby moistening the stamps. Just because you have all those expensive bells and whistles doesn't mean it'll necessarily get the job done any better than the simple way.
Of course, a baseline physical or visit to your midwife is never a bad place to start to look at things like blocked fallopian tubes, low sperm count, etc. But once you start talking about washing sperm, intrauterine insemination, Microsort (where they actually paint sperm with some kind of phosphorescent dye--eek), IVf, etc., that's up to you.
How to decide?
* About 84% of couples conceive within a year with regular intercourse and no contraception
* Of those who do not conceive in the first year, about half will do so in the second year
* Female fertility declines with age
Source: National Institute for Health and Clinical Excellence (an independent U.K. organization responsible for providing national guidance on promoting good health and preventing and treating ill health)