Definitely get checked again! How long has it been since you saw your doctor? Has there been a rise in your blood pressure? Have you got a constant headache or upper abdominal pain?
The swelling of your face and hands is much more concerning than your lower legs; that is very common. And joint pain is common with water retention as it puts lots of pressure on the joints.
Even without protein in my urine I was put on twice weekly blood tests and ctg's with my first pregnancy based on high bp and sudden weight gain due to water retention. It did turn into preeclampsia eventually, which they caught early because I was being monitored so closely. Even when it did there were no other external symptoms that I would have been concerned about. Don't just leave it because your doctor didn't seem concerned. If YOU are concerned get a second opinion, even if it is just down to the pharmacy to get a bp check.