M.S.
You've asked some good questions. You don't mention if you are having pain, if you already have a diagnosis, or if you are going to see a pain specialist. I've had experience with pain management doctors so I will do my best to answer your questions by telling you what the doctors did with me.
I have spent the last two years fighting serious migraines, and for the first 18 months I was getting them every day. I was often in the ER with migraines, and had several admissions that lasted 10 days or more with constant pain. I had severl CT scans and MRI's that showed nothing. I was also working with a neurologist who put me on deveral different medications to try and manage the migraines, but nothing worked.
Finally, eight months ago I was referred to a pain management specialist. The specialist did do some labwork, but did not do any other tests as the neurologist had already done them. (Your case may be difference, depending on your circumstances).
The doctor did put me on some long acting pain medications to see if that would help, but it didn't. He also had me do accupuncture, and had me modify my diet (I removed gluten from my diet and it helped). I also started counseling, again at the doctor's request, to see if the therapist and I could figure out triggers to the migraines. My therapist has also helped me use visualisation tecniques during the migraines so I need less medications. This has reduced the amount of ER visits and hospital admissions.
Finally, back in June, I had a minor surgical procedure done where the pain specialist froze some nerves behind my eyes, in an attempt to stop the migraines. The specialist had been able to isolate the nerves causing the migraines.
Since June, I've only had a handful of migraines, maybe 7. I know that sounds like a lot, but it's a lot better than before. I am on some low dose medications now to help control the severity of the migraines, but I can live with that. I know I won't ever be pain free, but the pain management people have really helped me gain control of my life again.
My point is, good pain management doctors should do tests, and will not try to control your pain with just medications. Medications will just mask the pain. Other methods for pain control shoulld be used. If the doctor just wants to use medicine, push for other treatments as well. Don't get me wrong, medicine has it's place, and should be used, but should be used in conjunction with other treatments.
Hope this helps!