We had a couple of rounds of ICSI with my partner's sperm first, before moving to IUI with a donor.
ICSI is IVF really, the only difference is they inject the sperm directly into the egg to give it a little extra help. It didn't work for us because our issues are male factor and it became clear that my partner's sperm was never going to work, so we switched to a donor before trying IUI. We did quite a lot of IUI in the hope to avoid having to do IVF again.
The other things we tried were various supplements that were meant to help my partner's sperm (sometimes for mild cases, people just need to get a bit healthier etc), and antibiotics to clear a couple of infections he had, but it became clear that nothing like that was going to do the job for us and we would need a donor.
The 'when do you stop' question is a very difficult one, but really I don't know that it's all that helpful to worry about it before you've even started. You might get pregnant on the first round and then you wouldn't need to worry about it - you just don't know what will happen.
For us, doing so much IUI only added to the emotional turmoil because it didn't work and it dragged everything out for so much longer. Doing repeated IUI's is harder than IVF emotionally, because it's just relentless month after month, scans, ovulation tests and pregnancy tests, ups and downs. IVF is physically harder, but at least it has different stages to it and you can get a break at times.
Really I think infertility is just emotionally difficult whatever you do, and the cause of that is more to do with wanting to be pregnant than the specific treatment you choose. You'll have to deal with some difficult emotional stuff either way, unfortunately.
If I could go back in time, I'd do the thing that would get me pregnant the quickest, which was IVF with donor sperm. Of course, at the time I didn't know it, but I really wish I was more strongly advised against doing so much IUI.
Did your appointment help you reach any conclusions at all or make you feel any better? Hope you are doing OK, this is a really difficult place to be xx