I found this page that discusses a lot of the different tests and what they're used for:
It also mentions this about the tests:
Do I really Have To Have All These Tests Run?
If a low dose dexamethasone test result is strongly suggestive of Cushing's disease (and your pet is ill) , it is acceptable to have your vet place your pet on appropriate medications and see how it does - we already know that about 85% of these dogs have a tumor in their pituitary gland.
Here is the risk in doing that: If your pet is one of the other 15% that have the tumor in their adrenal glands, there may be an option to remove it surgically, curing the dog. The other problem is that those 15% which are in the adrenal glands are occasionally malignant and by the time you get around to doing further tests, such a tumor might be inoperable. Also, dogs in this 15% often need a much higher dose of medication than dogs with pituitary gland tumors.
I'm looking at that surgical 'cure' thing. If we thought that might be an option, then we'd go for at least a few of those tests that can distinguish between an adrenal and a pituitary tumor. But if, after weighing pros and cons ('chances of a cure' vs. 'recovery time in an older dog can seriously impact the quality of the time they have left', for example), we realized we wouldn't opt for the surgery anyway, we'd probably decide to just go with the meds and tinker with the dosage till we got something that worked.
It's a tough decision...I'm so sorry you're faced with this whole thing