There's nothing morally wrong with Clomid.
That being said, I'm a fan of exhausting a non-pharmaceutical option before filling a prescription, or at least in conjunction with it.
I (thank God) have never had fertility problems, but a very good friend of mine struggled for nearly 6 years to get pregnant. She and her husband start trying to conceive when she was 25, he 30. She was ~30 lbs overweight and not ovulating normally. She took Clomid for 12 cycles and did not get pregnant.
A few months after that, she began exercising and eating better and after 2 months had lost close to 20 lbs. She got pregnant one month later, no Clomid.
Some facts to be aware of: While Clomid does increase your chances of ovulating, it also dries up your cervical fluid, which is just as necessary for conception. This is why a lot of women do not get pregnant on Clomid. Also, being overweight affects your hormones, which in turn affect your cycles.