I don't mean to sound like I'm being horrible towards your friends but with IUI you can't have tried it twice and have it failed then tell people you don't recommend it, twice is really not enough to give yourself full chance, I've done it twice with once cancelled and once failed but I wouldn't write off doing it again and wouldn't not recommend it.
If you're paying like we are it's completely up to you what you decide you want to do or switch back and forth between trying both IUI and IVF.
Are they scanning and doing bloods while you're on Clomid ATM to check it's working really well, my first IUI I did Clomid and injectables despite having no ovulation problems, this was to ensure a nice strong ovulation and hopefully try and get 2 nice lead follicles to up our chances, unfortunately I ended up with 4 and another 2 that could have possible contained eggs, next cycle I did just injectables which worked much better with just one lead follicle and another that was a 'possible'
Personally if you're worried about age/egg quality I might be tempted to go with a small dose of injectables to try and increase your chances, the one thing that is more of a worry with IUI over IVF is the risk of multiples so you also need to take that into consideration.
It completely depends on your clinic and what meds you're put on as to what the needles are like, both my IVF cycles and IUI I've stimmed with Gonal f which comes in a penfill injection, but my first IVF also including down regulating with a nasal spray and 2nd I had to use another injection to stop me ovulating which wasn't penfill and was a syringe with a needle bigger than the pen ones, but they really aren't that bad and half of the time you hardly feel the injection.
As for how many days it completely depends on how you respond, what protocol you do. Both my IVFs I stimmed for 11 days I think it was, so 1 injection a day for 5 days then 2 per day for 6 days on 2nd (short protocol).