DH got a referral to a urologist from my OB/GYN when we started the fertility testing process, and had his first SA. When we started seeing an RE, he got another SA, a specialized SA, and then had another semen work-up for IVF.
You can just get an SA done at a urologists office...a basic SA can range anywhere from $130-$300 depending on where you go. Insurance paid for all of ours, so I can't remember exactly what ours cost.
There are also at-home tests you can try if your DH is embarrassed. Here is a link to one of the most popular:
Fertell Fertility Test : American Pregnancy Association Though the at-home tests won't tell you everything that could be wrong, it could be a good way to "break the ice" with a stubborn or shy DH
Good luck!