I'm anaemic too, and always feel a bit sicky after taking iron. It's not nice at all!
When my anaemia was particularly bad the doctors gave me an iron injection which, although unpleasant to have (couldn't sit down the rest of the day!), it boosted my energy levels and got rid of the sickness. Problem with the injection is doctors don't like dishing it out - apparently it's quite expensive, so it would probably depend on your local health service and whether they allow it on the NHS. I was lucky that I got to have it twice before they decided it was "too expensive." Worth asking though!
Oooh, another thing I find helps is drinking lots of orange juice. Vitamin C helps you absorb iron better, so I find I can get away with taking fewer tablets (rather than the three I'm supposed to!) which means less sickness!