Also, if you had a bad response to clomid why do you think injectible drugs will have fewer side effects?
Because the injectible drugs perform a different action in the body. Clomid tricks the brain into thinking that you are going through menopause, so a lot of the side effects are "menopausal" (hot flashes, sleeplessness, etc.) Injectibles like Follistim or Gonal-F don't have the same mode of action.
Which is not to say that injectibles have NO side effects. Everyone is different. But it's possible to have a bad reaction to Clomid and little-to-no bad reaction to injectibles (like me)
I think that if natural cycle is what you want to do, you need to think of it as something you'll do over multiple cycles. It's less likely that one cycle will produce the "golden egg" like a cycle with multiple eggs might.