Sometimes the synthetic drug doesn't work for everybody. It may get your TSH into an "acceptable" level, but that doesn't mean everything's hunky dory in ThyroidLand. Levoxyl is one of the better ones; I've read about people who not only don't respond to Synthroid, but even have bad reactions to it! Synthroid is teh evil, IMO.
Okay, other stuff: First of all, some doctors still follow the old acceptable range for the test result, which is 0.5 to 5.0. WAY too broad. The newer acceptable range is 0.1 to 1.0. Check that. Also, your doc should also check your free T3, free T4, and total T3 and total T4. That would show any additional problems that the basic TSH test won't. Your doctor may balk at total T3 and total T4 testing (I never understood why, if it'll give you answers--I think it's an HMO thing, like they'll question the doctor's blood order), but at LEAST s/he should do free T3 and free T4.
Remember that Levoxyl and other synthetics ONLY provide additional T4. You might also need T3. Natural thyroid drugs like Armour provide all the thyroid hormones--T4, T3, and T1 and T2. Some doctors think that T1 and T2 (and sometimes T3) aren't necessary and even call T1 and T2 "junk", but our bodies just might need those as well. We just don't know yet. (Look what they used to call "junk DNA"--turned out to be pretty important once we figured it out, no?)
I'm on Armour--always have been. They have doinked with the formula lately (in the past couple of years) but it's still better than synthetic IMO.
Any more questions, fire away! I have no problem discussing this publicly because it's information (not medical advice, just information) that lots of people should have access to.
Further reading ;) :
http://thyroid.about.com. Mary Shomon is a goddess among women.
On edit: I see Celebration already mentioned Mary at the same time I was writing this. :D