I did a quick google search on the subject. If you do some research you could get even more information. Here is a link:
http://www.anapsid.org/cnd/diffdx/irondisease.html
That one explains both anemia and overload and I think shares some of your viewpoint, and encourages a $15 test for transferrin, which could pick up excess iron.
HOWEVER, there are generally other indicators, and your doctor probably has a good reason to not want to order unnecessary tests. Like the other poster said, ask him why not. If he won't explain himself, then yes, find another doctor, one who will explain his rationale for you.
Let him go through the basic tests first, and then ask for the nonstandard stuff if the easy answers aren't the right ones. Iron overload is pretty rare, especially in women of childbearing age, and the risk is higher as you get older.
I'm always exhausted, and it's because my kids are crappy sleepers so I haven't had a single 8 hours in a row of sleep in over 4 years. Not once. Not once of even two 4-hour stretches. And I'm only now working very hard to exercise and drink enough water and eat as healthily as possible.
From your handle, M., I'm guessing that's a big reason for your fatigue. What mom of 3 isn't always tired? I've only got 2 and I haven't been well rested in four years, like I said.
But if you are getting enough good quality sleep, drinking enough water, eating correctly, exercising, and your blood work and hormones all come back normal, then you can try looking for the rare stuff and your insurance is more likely to pay you back for it.