We compare the rates of one-shot and iterative conferencing in a cooperative Gaussian relay channel. The relay and receiver cooperate via a conference, as introduced by Willems, in which they exchange a series of communications over orthogonal links. Under one-shot conferencing, decode-and-forward (DF) is capacity-achieving when the relay has a strong channel. On the other hand, Wyner-Ziv compress-and-forward (CF) approaches the cut-set bound when the conference link capacity is large. To contrast with one-shot conferencing, we consider a two-round iterative conference scheme; it comprises CF in the first round, and DF in the second. When the relay has a weak channel, the iterative scheme is disadvantageous. However, when the relay channel is strong, iterative cooperation, with optimal allocation of conferencing resources, outperforms one-shot cooperation provided that the conference link capacity is large. When precise allocation of conferencing resources is not possible, we consider iterative cooperation with symmetric conference links, and show that the iterative scheme still surpasses one-shot cooperation, albeit under more restricted conditions.