I'm wondering why my eyes always feels like they are burning?

Dryness: As long as the vision is fine and the eyes are minimally red with no discharge, then the most common cause for the feeling of 'burning' is dryness. Go to the pharmacy and look for the dry eye section. Get lubricating drops (but not the drops which say gets the red out as these are drying) and use these drops regularly and that should address the problem.