I think it is important to understand why you have PCOS, what's going on in your body, and why fertility treatments might be helpful.
I have PCOS and went through 3 years of fertility treatments before I got pregnant. And, just like another poster, I got pregnant by surprise. The conception happened while on a break from fertility treatments. Quite honestly, I believe that the fertility drugs *did* work for me - while I did not get pregnant directly from the use of the drugs, they helped my cycle normalize itself, sort of like shocking the heart back into rhythm. I have never had a regular period in my life (unless on birth control pills, which doesn't count because the cycle is regulated by the withdrawal of hormones, not by my brain and pituitary gland), but have been fairly regular ever since the birth of my child.
My advice to you would be this: first and foremost you must, must, must try to maintain a positive outlook and not get down after each negative pregnancy test. While I hope this is not the case, you may have lots and lots of negative pregnancy tests (I had 3 years' worth plus a miscarriage, so I know how frustrating it can be). If you allow yourself to become overly depressed and stressed, that will not be helpful at all in your attempts to try to conceive.
Has your doctor told you why you have PCOS? Have you had it all your life? How do your hormone levels rise and drop during your menstrual cycle, and are they rushing and flushing at appropriate rates? Is your body picking a primary follicle to lavish with everything it needs to grow large enough to be a viable egg? Is your body actually going through ovulation? Just having one of these very important events be off could make trying to conceive without assistance very, very difficult, not impossible, but difficult.
I know it can get very frustrating and depressing at times, but hang in there. Many of us here have stories with happy endings, and we will be wishing the same for you!