Let me just say that in nearly 2 years of infertility treatment, my DH and I have both been all over the map on this question. At first we told the RE that we did not want to consider DE or DS, as we both felt that if the child couldn't be "both of ours," we might as well adopt. After 6 failed IUIs (the first ending in ectopic pg), during which I responded poorly to the stims, our RE would have let us do IVF with my eggs, but she gave us a less than 5% chance. (I'm 43, DH is 37.) We wrestled with it a long time, and finally my DH said "Let's ask her again about donor egg." I felt like a door was open that had been closed. The RE really lit up when we asked her about it. DH still wanted to explore adoption, which we did, but we both were discouraged by the prevalence of open adoption (which we find problematic) and the difficulty of adopting a newborn (since I've realized it's important to me to have that connection early). We have not ruled out adoption for all time, but we finally went with a DE through our clinic. Long story short, we are now in the 2ww after a 5day transfer last Monday.
I would also strongly recommend that any couple going through infertility also work with a good therapist. We have a therapist whom we see both separately and together, and that has really saved us.