Thanks Lolly - I'm okay. Lots of people have it far worse than me, so like you I'm just grateful forwhat I have got and that our potential baby is still in the pipelines so to speak!
I'm 34 in a few days and we stopped using contraception when I was 32. DH is the same age. But lots of my friends have had babies when they were that bit older than I am now. This year alone 4 people I know have had LOs at age 34, 35 and 41, so although age is a factor, it just depends on the couple I think and your own fertility.
BTW I'm just suggesting that you could get checked out if you wanted to - please don't think I'm advising you to. It's totally up to you, and you're right, I think they might tell you to come back when you're properly trying.
So far, I've only had blood tests, so I have no experience of the rest. It seems to depend on what they think your problem might be, if indeed you have one. Sometimes they can't find out at all. They only really send you on for invasive tests if you have something that can't be identified from blood analysis such as suspected blocked tubes. For blood tests, they check your hormone levels at different times of the month to check you're ovulating and that you can sustain a pregnancy.
This link might be useful to you, but I wouldn't read it unless you actually want to go and have the tests done. I don't want to unnecessarily scare you, but on the other hand, I'm sure you're a big girl and can handle it! 
It's the PDF booklet from NICE in the final paragraph of this page: www.nhs.uk/conditions/pregnancy-and-baby/pages/help-infertility.aspx
P.S. I'm sure you can do all that in 9 months but would be crazy hectic!