Elusive cause of chest pain and cramps?

I have been having chest pains off and on for a couple of months now... usually a cramping feeling around my heart and in my left arm (though once in a while the cramping is elsewhere: right side of chest, shoulders, etc.).

I have had three ECG/EKGs and one Echocardiogram and both were fine. The doctors seem to think my heart is perfectly healthy and I was sent to a neurologist for further help. He put me on Prednisone to help reduce inflammation and although it has helped a bit, I continue to get cramps from time to time and it's rather scary.  He seems to think it's just my muscles, but two months of rather frequent pain and (scary) cramps is a long time for that, isn't it?

Are the doctors right to have not pursued things further? If my ECG/EKG and Echocardiogram was fine, is there no reason to do further testing?

When the pain comes it is usually pretty constant and will often stick around for the entire day. Nothing really relieves it and it comes regardless of whether I am active or resting, sitting or standing, etc.  I haven't noticed any increase in pain while exercising (though I don't get much exercise these days due to the pain). I ride my bike for 20 minutes each day, though, and am busy teaching kids... but I haven't noticed any increase in pain during those times. If anything it is reduced.

My caffeine intake is about two cups of coffee per day, but I have been doing so for about five years now and that hasn't changed.

I am a 24-year-old caucasian male who has never had any major illness in the past, so this is kind of scaring me. I want to believe my doctors, but if nothing is wrong then what in the world is causing me this pain? Please don't say anxiety, either, because I am already using Xanax to try and alleviate any anxiety I may have. And while I'm on the subject of anxiety, the only reason I have any anxiety to begin with is because of these persistent chest pains.

What other tests should I request? Will something like a stress test even be beneficial at this point? I mentioned it once before and the doctor didn't think it was necessary.

Are there any other places I/the doctors should be looking besides my heart?  I don't have any abdomen pain and it isn't heartburn, so it likely isn't an ulcer either.


NOTE:
The pain is constant, but it's sharp and sometimes cramps. When it isn't cramping it's just sort of 'there' and feels like a dull/burning pain.  Once it comes, it usually doesn't go away for quite some time.  I do have days with no cramping at all, though.

I am beyond lost.  Please help.