This is a hard journey for everyone and it's more than awful when those BFNs show up or the cycle gets cancelled or the donor doesn't have a great response to the meds. I'm sorry that happens. And it sucks to have someone on the other side blithely saying "WOOHOO! It's great over here; we just don't sleep much."
Our last DE cycle was going to be our last cycle, period. We were "there", where I see quite a few of the folks I've been following are currently, too. "This is it and if it doesn't work, we're done."
We got lucky and got to move ahead with our prize(s) instead of moving ahead without them. I have to be honest: it's tough to remember how crappy that stage is--trying to finish up one's family. By "tough to remember," I mean, my heart and head protest when I try to go back there. So I don't often go.
Find the best clinic you can, and don't look back and second guess after you have made that choice. We all have different levels of comfort and traveling to an out of town clinic may freak you out or simply be another thing you have to do.
I will tell you that the best thing about being on this side is NOT having to think about it all the time. There is an amazing liberty in that I recommend to everyone, whether your family is finished the way it is or with another addition or two.