I never thought of trying that. But I wouldn't recommend it. See, depending on your body, sperm can live 2-5 days in there, so long before you actually ovulate. And I doubt that the test would read positive that soon. I recommend learning fertility awareness/ natural family planning. You can check out fertilityfriend.com, or I'm sure people here can give you other suggestions to see what I mean. This method would let you know when you are fertile, without the expensive tests.
My dh felt like yours when we started this method, and it has worked great for us. There are some good books to help you,and those would also be cheaper than lots of those tests.