Do you have any idea where they are coming from? Your hair (is it long?), your skin? Do you have any itching in a certain area?
There are several species of bugs that commonly cause infestations in humans. Somes of these are very good jumpers and could hop onto nearby people, and might be misken for flying organisms when they're not. Pediculosis humanus is the mite that's notorious for infesting human, and they can infect both the hair and the body. With a severe infestion, they might be living in your sheets, carpets, and clothes, so you end up reinfesting yourself everytime you're home, even with good hygeine habits. This can also cause secondary infections of the skin and scalp, which can affect the body. If your doctor would simply examine your scalp or your clothes, he would probably see some organisms. Oral antibiotics and antihistamines might be required, and you can find Gamma benzene hexa chloride ( Kwell lotion or shampoo ) over-the-counter or through a prescription. You will need 1% Melathione and Crotamiton (Eurax ) cream or lotion for the skin. This, likely, is not goign to be sufficient. You need to strip all sheets, and wash all clothes and sheets in hot water. Buy all new hair brushes and combs, and new pillows. Vacuum all carpets and furniture throughly to get rid of parasites and their eggs.
Bed bug infestations can also affect the skin, and is treated with the following (see http://www.dermatologyinfo.net/english/chapters/chapter12_2.htm for more about parasitic skin infestations):
Melathione 0.5 per cent, Pyrithium or Trichlorfon spray are used to dust small holes in the furniture, walls and floors where the parasites hide during the day.
Methyl bromide fumigation for infested houses may be enough to eradicate the parasites .
Fumigation by the use of sulfur is also effective .
Mild topical steroid to relieve pruritus .
Systemic antihistamines may be needed for severe cases especially for sensitive patients
If you have any burrows or lesions on the skin, consider the possibility of scabies, which are small mites that burrow in the skin. Oral medications and creams are used to treat this as well
You need to have your body, clothes, and scalp thoroughly examined by a doctor. If your current one refuses to do this, see someone else, as infestations are a real problem that requires treatment. Failing to treat this can lead to complications and secondary infections, in addition to psychological problems you've been experiencing. It might also help if you can "catch" a specimin to take to him for diagnosis.
I hope this helps!