--usually, a sural nerve biopsy is suggested in "idipathic" neuropathy cases if a neurologist feels there is the possibility the neuropathy is caused by some sort of autoimmune and/or vasculitic disease. They take a little piece of the sural nerve and then examine it under powerful microscopes to see the condition of the myelin and the axonal fibers--there are some telltale signs in certain conditions, such as amyloid (which I severely DOUBT Alan has), or in certain vasculitic autoimmune conditions such as polyarteritis nodosa, Churg-Strauss, and others, that can be detected this way.
Unfotunately, in at least half the cases, even the nerve biopsy doesn't definitively establish a diagnosis. Even a CIDP suspicion may not be confirmed in such a procedure, as the damage caused may be patchy and incomplete. (What they look for when CIDP is suspected is the pattern of nerve damage/repair/pattern/repair that CIDP tends to cause in its relapsing/remitting progression.)
The bigger problem with sural nerve biopsies is the skill of the surgeon doing it. It is not MAJOR surgery in the sense of a bypass, but it still creates a wound that may be vulnerable to infection and the like. And a lot of people that have had it report a permanent numb area of varying sizes near the ankle afterwards.
As you've mentioned, such a biopsy is something that's still down the road; let's see how the IVIg works first.
Take a look at this:
http://www.neuro.wustl.edu/neuromuscular/nother/bx.html
--and click around a little to read about the types of findings associated with different conditions.