Ovarian Cyst. My doctor. please suggest.

Hello, I am 27 yrs. I am trying to get pregnant from last 4 months. I have done all my harmonal tests that are normal. My period are regular 28-30. HSG test report is normal. My husband's semen analysis is normal. I was on ovalution induction medicine and HCG 10k injection according to follicular study. On first month of starting treatment I had multiple cyst, but last month according to follicular study I had no cyst formed. This month I have only one cyst in left ovary measuring 26x23mm. My doctor suggested to go for IUI, but before going to IUI, I was thinking that I should give 1-2 try to conceive naturally without any follicular study and ovalution induction. After that will go for IUI. Any suggestions should I give it a try or go for IUI. Since it's a case of unexplained subinfertility as described by my doctor.please suggest...