Formula causing tummy troubles--- HELP!?

My son is three weeks old. I have formula fed since birth. At the hospital he was given the ready to feed bottles of similac advanced, which is what my oldest son took. He had no problems. When we left the hospital, we got him the Parents Choice brand of Similac Advance (powder). He was having a hard time with poo and had very painful gas. He also had hour long bouts of severe gas pains and cramping. We switched to the Parents Choice Sensitivity, which is comparable to Similac Sensitive. He is still only pooping once every few days, and when he goes is varies in consistency from peanut butter to little hard turds. He never has trouble with spitting up. We have been to the pediatrician three times (three separate doctors) who all seem to believe this is normal. This is baby number two for me, and I don't see anything normal about it. I was persistent at this last appointment, and we were given a stool softener and something to ease his tummy... It is helping, but I can't believe it is normal to leave my three week old on a stool softener. Their next suggestion was Nutramigen or Alimentum. I'm not afraid to spend the extra money if he needs it, because I do not want to maintain this Rx regimen. However, I don't want to spend the money if there is another solution. Perhaps another formala? Wondering if the liquid form would be better for him (was fine in the hospital)? Could the parents choice brand be causing his pain? Please help... My little man is not feeling well. =(