I haven't done this but a friend of mine has. She was mid 30's, really wanted a child and didn't want to wait for the right man. She did (I think!) 3 rounds of iui with donor sperm before getting her beautiful daughter!
Me - 30, Dh - 38 ttc #1 since June 2011
natural bfp June 2012 - mc 5.5 weeks; 4 cycles clomid; 1 unsuccessful ivf.