I've been through exactly this scenario multiple times. My knee got so bad that it was locking and clicking loudly. I went to a couple or orthopedic guys, multiple steroid injections, a surgery consult and then through three physical therapists. The first two PTs just gave me some simple exercises to do and didn't seem that terribly interested in helping me. The third one spent the entire first session trying to figure out exactly what was going on with the muscles around my knee, quizzed me in detail regarding symptoms, my goals regarding what I wanted to be able to do after therapy, and about how hard I was willing to work to achieve those goals. She then set up a plan whereby we worked on exercises for different groups of muscles each session. Suffice it to say that this did the trick.
My knee still gets swollen so I mitigate it using naproxen or ibuprofen ahead of exercise (2 tabs) and then ice afterwards. The doctors/PTs say that it's not going to go away.