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We order ultrasounds all the time for shoulders (for like soft tissue issues; for trauma, you'd start with an xray). For other joints, such as the knee, MRIs are a better choice (unless htere has been substantial trauma, in which case xray initially or further), though more expensive, unless you're excluding a Baker's cyst, in which case an ultrasound is fine.

Since MRIs are more expensive, private doctor's might order them instead of an ultrasounds.

(I'm a doctor)