TTC with PCOS - fsh injections

Hi there, i'm new to this, but really wanted someones advice.

I'm 25 and have been ttc#2 for 4 years. I was diagnosed with PCOS in 2005, and was immediately told to lose weight and everything would be fine. easier said than done! After another year of trying, still nothing happened. Then i decided to switch doctors, best decision i've ever made. My new doctor immediately started me on provera and clomid as i hadnt had a menstrual cycle on my own for years. The clomid didnt work at 50mg 150mgso doc asked me if wanted to try Ovarian drilling (laproscopic diathermy). I agreed and had this in dec 08. painful, but after 6 weeks i ovulated and had 3 full cycles lasting 6 weeks. I got pregnant in June '09, but subsequently miscarried in Aug. I was heartbroken as was my husband.
Since then i was given provera and clomid again, but this hasnt worked. I feel like i'm right back at the start again.

The next step is FSH injections i think. My appt at docs is on 29th jan, so hopefully she will sign me up for these asap.

Has anyone else had these injections, and did they work? Really looking for some good news stories here, as i am getting more and more disheartened as the months go on.

Marie xx