One visit to a Podiatrist cured my unexplained knee pain.
He spent 30 seconds with my feet and told me what type of bone structure I have. For many, your bone structure dictates the type of shoe you need to be wearing. No orthotics required, he said, although I wanted them. I just bought the shoe he recommended and have been blissfully pain-free ever since.
A word to the wise: I don't know about in the US, but in Canada our standards for Orthotics vendors vary widely. Because this service falls outside of government healthcare, it is poorly regulated. That means that a guy selling you an orthotic could have spent 2 years in school or he could literally have just taken a 2-week course. He could sell you a high-grade custom orthotic or a cheapo generic cookie-cutter model. Some will apparently even take a casting of your foot to make it look official, and then deliver a generic orthotic anyway. North of 49, your best bet is to see a Podiatrist. YMMV
Brian
PS the Podiatrist was the last stop on a journey towards painless knees — I wish he had been the first! My favorite thing in the world to do is walk all day and I panicked when I started having knee pain. I lost 20 lbs of bodyweight, 20 lbs of pack weight, and bought hiking poles over the course of a couple of years. It all helped incrementally, but getting the right shoes for my (apparently weird) feet was the real cure.