How long have you been in the hobby? When I first started I tested all the time and always freaked about my nitrates. After a while I started being able to tell if my nitrates were getting high by looking at a specific coral. As some folks have mentioned already, the tests are highly variable and easy to mess up. I am still waiting for one of the Hanna Checkers to be a Nitrate test.
It is true about the filter media. If you have it in there, it will trap stuff and cause nitrates to build up. That's why you clean your filters though. As long as you keep up with it, it shouldn't be a problem.