If you've done any charting of your cycles, take your charts with you. If not, it wouldn't hurt to read about it and start now so that you have more information before you go. A good resource is Toni Weschler's book "Taking Charge of Your Fertility", but there are others.
Be prepared with info about your cycle history. Your doc will likely want to run some blood tests. Some of them can be run anytime, others need to be done on certain days of your cycle. Some docs are more expert in this area than others, so you need to know what's what. It's not uncommon for gyns to run the tests on the wrong days and then diagnose a problem that isn't really there, just because they ran the tests wrong.
www.fertilityplus.org is a good resource to understand the various tests that may be run, when they should be done, and what the reasonable results are.
Your doc should also give you a script for a semen analysis for your DH. Half of all fertility problems involve male-factor, so don't let him tell you he's embarrassed to do it, or doesn't feel manly doing it, etc. It's critical that this be done, even if other tests show a problem with your fertility. 15-20% of fertility problems result from a combination of male and female factors.
Your doc may also want to do tests for sexually transmitted diseases. Many can impair fertility.
Finally, depending on where you are in your cycle, your doc may want to do a trans-vaginal ultrasound, where they put a small ultrasound wand inside of you to look at your uterine lining and ovaries. If you are early- to mid-cycle, they'll be looking to see whether you're developing egg follicles properly. If you are post-ovulation, they may want to check the thickness of your uterine lining.
I've found it's definitely important to understand all of this so that if the doc is not as expert as you'd like, you don't add more stress to things with their ineptness. Read all you can - there are lots of good websites and books available (check your library). In addition to the website I posted above, check out
www.inciid.org and
www.resolve.org (they both have info, and probably a wealth of other links). Some docs will not even want to do testing, just throw you on some clomid because it does help a lot of women and is cheap. But if the problem is male factor, or if it's female but not related to ovulation, this won't help. And without monitoring, you won't know if the clomid is helping anyway, so you may end up wasting more time.
Another test that may be run, particularly if you have any reason to think there may be issues, is a hysterosalpingogram (HSG), where they inject dye into your uterus through the cervix and take x-rays of it to see the shape of the uterus and determine whether the fallopian tubes are unblocked (the dye will spill out the ends if they are). This is often run later after other results come back if there's no reason to suspect a problem, because it is expensive, a bit painful, and involves the risk of x-ray (however small).
Best of luck and hang in there - it's a stressful time, but you'll feel better knowing you're doing all that you can.