Hello!
You might want to come join us over on the donor conception boards: www.mumsnet.com/Talk/donor_conception - many people there will be thinking through similar issues.
I'm 40, single, and just preparing to have IVF using both donor sperm and donor eggs. I've had two failed rounds of IVF with my own eggs (one where I had an OK number of eggs retrieved but not as many fertilised as would have been expected; and one where I didn't respond at all to stims and the cycle was cancelled). After that I did twice become pregnant naturally through attempts at home, but then miscarried each time. I then took a bit of a break to work things through, and when I went back to my clinic recently it was my suggestion that it was time to consider donor eggs, which they were supportive of.
The thing, often, with fertility treatment is that in a strange way it's like getting carried away when bidding on eBay - you end up doing a lot of things you said you wouldn't ever do, and then it becomes hard to know what your boundaries really are. When I first started out, I thought 'OK, I'll go down this road of getting treatment... but I won't have IVF' and then of course I promptly did, but I thought I wouldn't want to use donor eggs... until I changed my mind. But it's perfectly OK if you decide donor eggs aren't for you; it's a really big decision.
The thing that really swayed me was reading the accounts of parents with donor-conceived children who said that in the end, they were grateful for their infertility, because without it they'd never have had that unique child they now had, and they couldn't imagine being parents to anyone else.
What reason has your doctor given for suggesting donor eggs? I'm guessing from your username that you're a couple of years older than me, in which case your chances with your own eggs are unfortunately very low, so it would definitely help in that sense, but have they said anything else specific? Also, have you had implications counselling yet to think about using donor eggs? This is a really helpful space to think through all the naturally conflicting feelings the idea will bring up.
Good luck to you whatever you decide.