I haven't read the entire thread yet, but I just had to respond.
Your story is so incredibly, eerily similar to mine. I too was 29 when I started trying (my husband was 26, yay for younger men!), had a history of problems with PCOS that like you, improved when I lost weight but I was currently at one of my heavier stages, and irregular, long cycles, and (the one factor that was different) had had my thyroid removed the previous year, so I was (am) on synthetic thyroid replacement pills.
I got pregnant exactly one year after my husband and I started trying. I'm due in March.
I never saw a RE or even had a work-up at my primary care physician. I planned to the month I found out I got pregnant. For months, I temp'd and tried to time my cycle, but it was always a mess and I could never find a pattern or figure out if I ovulated. Same with the OPKs. So, by the spring, I had really given up and had stopped temping (we didn't stop trying, I was just convinced by this point that it wasn't going to happen any time soon). I actually also largely stopped being depressed about it. It felt sort of freeing to stop being so obsessed with it (I say this as someone who doesn't judge and was completely obsessed for about 9 months solid). The worse time was Christmas last year--I was completely depressed that we didn't have a little one on the way to buy cute outfits for and to dream about.
Anyway, I missed a period in May, but I took a lot of pregnancy tests in late May and early June and they were all negative, so I was sure I wasn't pregnant. But in early July I developed a really bad cough and went to my doctors for some meds. The nurse was taking me into the room to get a chess x-ray when I saw the sign that said, "If you are pregnant or think you may be, yadda, yadda, yadda," and I said to the nurse, "Well, I KNOW I'm NOT pregnant, but I guess technically I could be." I was completely blown away when she led me back into the waiting room and the doctor announced, "Yep, you're pregnant!" I was apparently three weeks along at that point (although I had no idea because of the missed period the prior month).
Anyway, I've completely hijacked your thread, and I'm sorry, but I really wanted to let you know that I've been in your (almost) exact situation, and my story had a happy ending. You're welcome to PM me if you like a sympathetic ear. I know how hard the waiting is--it's hell.
P.S. When I called my friend who had also been trying for almost exactly a year to tell her, kind of dreading it because I didn't want to hurt her with my good news, she said, "Funny you should mention it--I'm pregnant too!" She's due four days before I am.