The most important word in your question is "market" because that is exactly what is it, labs inventing tests for financial gain.
That is not to say all labs are in it just for the cash, there are some labs associated with academic research centers and charities, who publish the scientific basis for their tests, but from my experience these are thin on the ground.
Ive done the majority of Lyme tests on said market, Igenex (positive for their WB bands and CDC &CD57), 4 other labs for WB (all only positive for non-specific p41 band), LTT test from Infectolabs as it was then (barely positive and subsequently rubbished as an accurate test) and the latest being the Phage Borreila from REDlabs which was positive for Borreila Miyamotoi.
Obviously any form of Lyme diagnosis needs to be based on clinical symptoms fist and foremost with the tests only forming part of the diagnosis jigsaw. What @dylemmaz
said is advice is solid, start with the most basic tests and work from there, depending where you living and what is available from your public health system etc.
If you still have questions or the tests are producing some but concrete feedback (some small band activation etc) then you could look into the more more expensive tests.