I have had the same thing for the past couple of months. I am 30 years old. I have had xrays, asthma tests, and all is clear (thank goodness). My doc can't find anything either and it is frustrating. The only tip that I can give you, is to try not to focus on it. I was told mine was Anxiety too, but I am the happiest I have ever been and not stressed/anxious at all. Once I knew everything was clear, I felt much better about it, although still wondering what it is. My doc said it is probably hyperventilation syndrome. Have a look at it on the internet, sounds exactly like my symptoms. basically it means that you are trying to breathe a massive breath to get that satisfying feeling like you have enough air in your lungs, but the truth is you already do have enough air in your lungs by taking the small breaths. If you try to take in too much air, you are filling your lungs with too much carbondioxide.. or something along those lines. Since reading all this I have tried to take calm, smaller breaths and not the massive ones I was trying to take, and it seems to have eased a little. I was yawning all the time to get that satisfying breathe, but it seems now I don't need to as much. My doc also suggested yoga or some relaxtion breathing classes. Anyway, have a look at the hyperventilation syndrome - you will soon find that there are thousands of people that feel just like us, and I can assure you you are not making this up. It is frustrating but try a few of these things and see how you go. Good luck :)
Naomi
I have a couple of ideas:
Get a peak flow meter from your doctor and have him/her suggest your normal range. Then keep track at home or when you are feeling short of breath and record your values. You may have asthma, which can be treated.
Being "super" dizzy could be caused by quite a few things, but IF you get dizzy a lot, I'd have it checked out.
Dave