You don't have to have ovarian cysts to be diagnosed with PCOS. I was misdiagnosed for years as a teenager because the ultrasounds came back normal, no cysts on my ovaries. From time to time I'd get pain near my ovaries, I had several ultrasounds done, they didn't see any cysts. I currently have my first ovarian cyst on my right ovary, it's a large cyst and I have to take BC to shrink it. I didn't have any symptoms of ovarian cysts, I only found out because we were getting ready to start Clomid so my RE did an ultrasound. Everybody is different, it may be a cyst or it might be nothing...
How long have you been TTC? Has it been over a year? You should ask your OB for a referral to a reproductive endocrinologist. Reproductive endocrinologists (REs) know more about infertility than OBs, they also run more tests than OBs. You should stop in my fertiliy treatment/infertility thread for any questions you might have
http://forum.baby-gaga.com/about2194499.html
If you think that you have PCOS demand that your doctor runs blood work for;
FSH(Follicle Stimulating Hormone) - will be normal or low with PCOS
LH(Lutenizing Hormone) - will be elevated
LH/FSH ratio - This ratio is normally about 1:1 in premenopausal women, but with PCOS a ratio of greater than 2:1 or 3:1 may be considered diagnostic.
Prolactin- will be normal or low (elevated in hyperprolactinemia)
Testosterone- total and/or free; usually elevated
DHEAS- frequently mildly elevated with PCOS; may be done to rule out a virilizing adrenal tumor in women with rapidly advancing
Estrogens- may be normal or elevated
Sex hormone binding globulin (SBGH)- may be reduced
Androstenedion- may be elevated
Glucose- fasting and/or a glucose tolerance test; may be elevated
Insulin- often elevated
TSH (Thyroid stimulating hormone) - to check thyroid function
http://labtestsonline.org/understanding/conditions/pcos/start/2