Davereo,
I have a total knee waiting for me in the future, currently I am too young to consider it. For now I am biding time by being careful with my training routines and having lesser surgeries - injections are the next step. Your dad likely had an epidural block on his second knee replacement - you loose absoutely all feeling and control from the waist down. Its a freaky experience, but better than pain.
Orthapedic surgeons have been compared to carpenters for good reason. I have watched a few total knee operations, there is a lot of sawing, drilling and pounding involved. You often think of surgery being this delicate and quiet operation - this is very deliberate, loud and forceful.
Ozfactor,
I don't know about your insurance situation; but I think you can get a lot of useful information from an office visit. There is no reason to see a GP first, you should be able to self refer to a specialist. Likely they would take X-rays of your knees, arthritis should be obvious from that. It should cost only an office visit copay or two - or a couple hundred if you are uninsured. The administrative staff should be able to answer any reimbursement questions prior to the appointment.
Things don't start getting expensive until you need special tests like an MRI or have a procedure done.
I would think that you will have less options available and they would be more expensive if you wait and the problem gets worse.