I have had heavy menstrual bleeding, been to a doctor (nothing wrong). What should I do next?

Depends. Bleeding problems can occur at any age. Treatments depend on age, desire for children, hormone status, etc. Treatments could be birth control pills, Mirena (levonorgestrel) iud, progesterone, endometrial ablation, d&c, myomectomy, or hysterectomy.
Ask for treatment. There are several options to decrease heavy bleeding. Medical options include birth control pills, but other choices can be reviewed. Depending upon whether you plan on having future pregnancies, surgical options may also exist.