I came across a study that found using traditional Chinese medicines and acupuncture along with undergoing IUI had a higher success rate of pregnancy:
When combining IUI with TCM treatments, 65.5 percent of the test group were able to conceive, compared with 39.4 percent of the control group, who received no herbal or acupuncture therapy. The method is as “close to nature” as possible and can be used by women employing sperm donors, or after a partner`s sperm is centrifuged to enhance its motility in the uterus.
Read more: http://www2.tau.ac.il/news/engnew.asp?num_new=2092 
There have been discussions about acupuncture and IVF, I find it very interesting that it can help with IUI as well.
Have you considered using TCM while doing IUI?