Tough decision I am struggling with

OK, here is a tough question I have been wrestling with that was brough to me by my RE.

Would you ever contemplate selective reduction?

Here's the deal... if we say we will not chose selective reduction if we have more than twins, they will cancel our IUI cycle if we have more than 2 eggs. If we agree to Selective Reduction, and get pg with triplets or more they will push us to reduce down to at the most 2 embryos. The reason they have for this is because of the high risk of complications for both the Mom and the babies during pregnancy and possible extended NICU time after birth.
Once I get pg, then I will leave the RE and will go to a regular ob/gyn. My regular one has retired, so I have chosen a ob who is at the facility where the birth will happen so I have a higher chance of him delivering the baby(ies), and he is also a high risk ob/gyn.
I am thinking that we will talk to him totally before we do any reduction of any sort. I really can't imagine chosing to end the life of something I chose so hard to get, but also don't want to go through a pregnancy to lose one or more during or after birth.
I would love your opinion on this, and thanks for letting me ramble