Haven't they put you on clomid at all yet? I though it would be standard protocol at your age to have been on 3 months at least before getting to this point?
If you haven't had clomid before, then I have to say that I'm surprised that this isn't the immediate preferred choice - it has such a high success rate in cases of sub-fertility that I know some clinics prescribe it whilst running the diagnostic tests.
If you have used it unsuccessfully then the addition of IUI has a relatively small incremental impact. And if clomid isn't doing much for you, then the next option is to stimulate the ovaries. Stimulation isn't the most exact of procedures, so they may manage to stimulate to just get 1 or 2 follicles, and given you run a similar risk of side-effects to the drugs regardless of whetehr a low or higher dosage is given, you may as well go the whole hog and go for IVF.
I assume that the consultant will also be taking your age, their waiting list and the time needed to recover between cycles into account. They may advise you to rest between cycles, so attempting 3 IUIs would take 6 months. Your fertiltiy will have dropped a percentage point in that time - not huge, but not insignificant either given the aim.
From my own experience a lot of the stress in fertility treatments surround the number of appointments and scans and so forth. For a monitored clomid IUI cycle you would probably need 2-4 scans and the IUI itself. With stims they may down-regulate you first which adds to the apparent length of the cycle for treatment purposes and would probably add another scan.
I'm not surprised that they have gone straight for IVF tbh (well ignoring the lack of clomid - that does surprise me). IUI success rates have never been that great and IVF offers a greater success rate for a similar number of appointments. And time itself is a significant factor. But it is poor if you have come away feeling bullied.