I just did an FET, though it wasn't a natural cycle.
I was on BCPs for a long time, like about 6 weeks, to hammer my male hormones into submission (apparently the progesterone in the pills suppresses their production). Then, I started on Lupron, I think 10 units a day. I got a period, then started monitoring. After monitoring, I started estrogen pills and PIO shots.
The estrogen and PIO was increased in frequency after a couple of weeks and the Lupron was decreased to 5 units. Then, transfer.
The worst part, for sure, were the PIO shots. They start out OK but your butt gets sore after a while. Other than that, it's a pretty easy cycle.