Your best bet is to definitely see an endocrinologist. An internist can be great, but an endo is the doc who treats endocrine disorders (and will be able to help you with PCOS as well).
PCOS and thyroid disease are ENDOCRINE disorders and need to be addressed by someone who knows how to handle them. An Endocrinologist SHOULD know ALL the thyroid testing that you need to have done. Some internists only test for TSH which is bull. You need to have your T3, T4, TSH and antibodies tested to get an idea of what's going on in there. If you have antibodies present, that means auto-immune thyroid disease (Hashimotos). That can be serious. Autoimmune diseases are the misery that loves company. They tend to go hand in hand.
The best place for info about thyroid stuff (in my opinion) is
Thyroid Info
OH, I speak from many, many years of experience with this by the way...I've had a thyroid problem since high school, although it wasn't diagnosed until I was about 23! I'm now 31...
Good luck!
StacieD