What is the best medicine for hypothyroidism?

I was diagnosed with hypothyroidism a month ago and was put on Levothyroxine. I am still feeling run down and tired and my muscles and joints in my legs hurt so bad I can barely walk sometimes. Do I need to talk to my endocrinologist and get a different medication or do I need to give it a little longer? Is it normal to hurt so bad?
I had a full blood work up, the only other thing that it shoed was anemia. My TSH was 246.42.