We have just finished our first ICSI cycle (failed - Absolutely gutted!) Unfortunately no frosties for us so gonna be starting from scratch again - probably January.
For me the whole process, physically, was so much easier than I had expected. The injections were fine and I hardly had any side effects, just hot flushes really. Once the injections start it goes quite fast. I took the physical side in my stride, a necessary evil, but the emotional side was hard. I am a pretty strong and optimistic person but our BFN has crushed me. Having said that if been a positive result I would have said that IVF was quite easy!
I found the hardest part was after embryo tranfer, the 2 week wait is such an emotional rollercoaster, you can't help symptom spotting. I was on such a high (but an anxious high)and was convinced it had worked, boobs grew, dizzy spells, bloating and me and the hubby rubbed my belly and spurred them on every night - until AF Arrived
Good luck, hopefully you will be one of the lucky ones who work first time and you'll breeze through it!