Where to go for Shortness of Breath?

Several are the causes of shortness of breath. Most prominent are the lungs and heart. Both have been discarded in my case by specialists. I am considering a second opinion with a doctor at Mayo. However, who I should see? A cardiologist? A pulmonologist? Any suggestions? Also, it is true that Mayo has an multidisciplinary group of doctors who will review you case if the treating doctor cannot find a cause? Your responses/views will be highly appreciated. Is this the right group to ask for guidance?