If I have taken Clomid (clomiphene) to get pregnant and it didn't work...Then what else would work?

It depends. When Clomid (clomiphene) "doesn't work", it could mean that it didn't result in ovluation. It could also mean that it resulted in ovulation, but no pregnancy occurred. The strategies are different depending on which case it was.
When Clomid (clomiphene) fails... It could be due to not having been monitored. One reason for Clomid (clomiphene) failure is lack of serial ultrasounds/blood hormone tests while on clomid (clomiphene). Also, the uterine lining can get too thin, so ultrasound should monitor this. Some women make a mature follicle but don't release it and thus need an HCG shot. Have you been monitored like this by a board certified re? If not, consider it!