Good question, and you'll hear lots of varied answers. I used to think going over 1500 IU's in one shot was risky, in terms of desensitisation but after speaking with Jenetic and a few other bro's have come to the conclusion that permanent damage is not as likely / frequent as I initially suspected (most of my theory was based on what I'd read and not real life examples).
Some recovery schedules supervised by endocrinologists incorporate daily shots of 5000IU's and above.
Personally I think frequency of injects is a better option, ie. daily shots at 250 - 500 IU's for 2 - 3 weeks rather than weekly shots of say 3500 - 5000 IU's. Coupled with Nolva (and, for me, A-dex - personal preference), in order to maintain some natural LH secretion.
I would say that, as with AAS, don't stay on HCG too long (more than 3-4 weeks), even if you don't recover fully take a break for a few weeks then try again.