Unable to become pregnant. What should the next step be?

Should I stay lying down afterward?
There's no evidence that it makes a difference, but it can't hurt. Remaining horizontal for 15 minutes or so after intercourse allows more semen to remain in your vagina. Of course, with millions of sperm in every ejaculation, there should be plenty of sperm in your vagina even if you get up right away.
Timing is everything. Sperm can live for two to three days, but the egg is around for only 12 to 24 hours. To increase the likelihood of conception, it's important to have intercourse more than once around the time of ovulation. It is a good idea to have sex one to two days before ovulation and again on the day you ovulate. That way, there's more likely to be a healthy supply of sperm waiting in the fallopian tube when an egg is released.

Of course, exactly when a woman ovulates isn't altogether clear. It all depends on the length of your menstrual cycle. A woman typically ovulates about 14 days before her next period — not mid-cycle, as is commonly held. If you have a 28-day cycle, which is the average, then you would ovulate halfway through your cycle. But if you have a 35-day cycle, you would ovulate around day 21, not day 17.

A slight increase (about 0.4 to 1 degree Fahrenheit) in basal body temperature, or BBT, which you can detect by taking your temperature each morning before you get out of bed, two days after you ovulate. You can get a good sense of your cycle if you chart your BBT for a few months.