Constant penis pain, been to urologist tested neg for std, hiv, urine culture, scan and urine tests, pain persist. should i go back to same urologist?

Why not ?: At least s/he would already know your history & test findings to date. That would put you ahead of starting over with someone else. They would probably have a plan on where to go with evaluation and or therapy from that point.

Yes: They already know your history. Unless you have a good reason to go elsewhere they are a good starting point.