Hope my story will give you some hope!
I came off the pill at age 29, after being on various types since age 16 (for irregular/painful periods). I already suspected I had PCOS and it was finally confirmed with an ultrasound (though they were looking for fibroids).
I started temping and charting my cycles. Some will say it's of no use to people with PCOS, but I completely disagree. I found it very useful in determining whether I was ovulating and how often. Also could see improvement in decreasing cycle length (used to average 50 days, but sometimes as long as 70, once as long as 116 days!).
I had fertility investigations, including the 3 and 21 day blood tests mentioned in another post. Those tests showed I wasn't ovulating, but I knew from charting that I did ovulate, just not every cycle.
I took metformin which helps with the insulin resistance many get with PCOS. I also took Agnus Castus and a few other things I found from the PCOS Diet Book by Collette Harris. I also tried reflexology.
I got pregnant just after my 32nd birthday, but sadly miscarried. Then got pregnant again 3 months later and am due in August 2009 (I will be 33 when he arrives).
It seems like a long time, but for the first 1.5 years I was with ExH who never wanted to have sex, so between him and my PCOS, it was never going to happen. DH2 and I didn't use birth control for a year before I got pregnant the first time, and I didn't need anything like clomid, so we were quite pleased.