My pediatrician as well as several of my friends have recommended the book/DVD "Happiest Baby on the Block" for methods to calm a fussy baby. Dr. Harvey Karp details 5 things you can do to make your baby feel like he is in the womb, which should calm him down. It sounds like you've tried several of these, but Karp says if you try them at the same time and in this order, it works in most cases.
Swaddle: Wrap your baby up tightly. Make sure the top of the blanket isn't brushing his cheek and triggering his rooting reflex. (My baby actually cries a bit harder after I swaddle her, but it's an important step, and she calms down after I do the other steps.)
Side/Stomach: Babies should sleep on their backs, but they tend to be more comfortable on their stomach or side. You can put him facedown on your lap, or on your arm with his head in your hand.
Shhhhh: Make some white noise, and make it loudly. The ambient noise in the womb is about as loud as a vacuum cleaner, so "SHHHH" like you mean it. I usually try shush just as loud as my baby cries. You could also turn on a vacuum, which saves you from becoming light-headed if you shush too long.
Swinging: Karp says that slow, rythmic rocking is actually not the best way of doing it. He suggests short, quick motions. (The DVD is probably best for showing that). I usually achieve this one by lying down and putting my daughter face-down on my chest, then just scooting her back and forth-- she only moves about an inch or 2, and I "rock" her a couple times a second.
Sucking: This one is fairly self explanitory.
Here is an article with a summary of these steps: http://www.drphil.com/articles/article/274. Good luck!