If you don't have the money to go to a fertility clinic and get tested, another thing you could do is to look at some of your sperm under a microscope. You don't need anything fancy, it just needs to have at least 40x magnification and use reflected light, not transmitted light (which the cheap ones tend to do anyway). USB microscopes work too, although they tend to cost a bit more.
I have one similar to this:
http://www.amazon.com/Carson-MicroBrite-20x-40x-Microscope-MM-24/dp/B000Z3A8UY/ref=sr_1_45and it's good enough to see sperm cells. At that magnification, they just look like tiny scintillating points of light and you can't make out much detail of their shape, but that's good enough to see whether they're dead or alive. I've found that a mirror is the best surface to use, lie it flat, put a few drops of sperm on it, and take the microscope out of its base and use it like a extra-powerful magnifying glass to look at the sperm.
Obviously, even if you can't see moving sperm cells, it would be very dangerous to assume that you're completely infertile without the proper testing to confirm it.