Welcome to the forum.
You describe a somewhat confusing situation, and I'm not sure I understand the sequence of different partners and their treatment. Your symptoms are highly suggestive of recurrent or persistent nongonococcal urethritis (NGU), which by definition isn't gonorrhea and is rarely caused by chlamydia -- so it isn't surprising your routine STD tests are negative.
However, the only treatment you mention is doxycycline. Were no other treatments tried? The standard approach, as recommended by CDC and other agencies, is that when NGU persists or recurs after doxycycline, azithromycin should be given (and vice versa -- if persistent after azithro, doxy is given next time). In addition, it is now recommended that metronidazole or tinidazole also be given, to cover the possibility of trichomonas, which can be difficult to diagnose, especially in men. For continued persistence or recurrence thereafter, the drug moxifloxacin (Avelox) is sometimes used, to cover the possibility of an infection with Mycoplasma genitalium, which can be resistant to both doxy and azithromycin.
So if doxy is the only treatment you have had, you should now be treated with azithromycin (1.0 g, single dose) and tinidazole (Tindamax, 2.0 g single dose) (or metronidazole, but it's probably less reliable than tinidazole). If these have been tried, discuss moxifloxacin with your urologist or other doctor. Also, it would be wise for both your partners to be treated similarly, if that hasn't been done.
You might consider discussing this thread with your doctor(s), or maybe print it out for them. In case they are interested in seeing the guidelines, they can be found at http://www.cdc.gov/std/treatment/2010/default.htm
Let me know how it all sorts out.
Regards-- HHH, MD