I had this problem as well and I think it was primarily a problem with low thyroid. Ironically, I had one Dr. tell me my thyroid was fine and another tell me it was a little low. I'm taking a medication with T3 in it. Your medication might not be all that effective for you. IMHO, some folks might need to take medication with T3 in it to get symptom relief.
www.about.com has various websites. The one on thyroid is very good and there are discussions on this subject. I like the books written by Mary Shoman. After taking my medication and switching to a very gentle shampoo, plus getting on some good vitamins...the top ones in my mind were Centrum Silver and the B Vitamins, things greatly improved. Wishing you well...I know this is a very frustrating situation.