Ankle, leg, knee, and thigh pain

I had been having ankle problems for quite a few years (mind you i'm only 15). then, it moved on to my whole leg. now i also have knee and thigh pains. i have gone to three doctors and two physical therapists. they all finally agreed that i probably have tendonitis, chronic shin splints, and possible chronic sprained ankles. i can still walk and participate in marching band and my other activities, but i suffer from almost unbearable pain. my doctor prescribed me naproxen, but it hasnt helped, so he told me to quit taking it. i have tried the stretching excercises the PTs suggested, but they usually just make me sore and in pain. does anyone have any suggestions of what i can do?