Need help in formula..

I started my one month old son on similac for supplememntation when came from hospital from which we switched to advance as I was not able to breastfeed him and with that he was not gaining weight. The advance then gave him gas pains so we switched to pro advance which gave him more severe gas with whole night fussyness and crying. Then the pediatrician suggested the gerber good start gentle and it gave him constipation. And now its been three day and two nights when he cries like crazy without taking a breath. I am afraid to switch him to formulas so frequently but dont know if not switching will harm him more or not.