If you aren't getting any steam or water out of the wand, but you are getting water out of the brewhead, then your pump is probably fine and your wand is clogged. If you're getting some steam and/or water out of the wand, but not enough to properly froth your milk, then you most likely have scale buildup in your boiler that is restricting it's ability to properly heat the water to steam temp. To remedy this you just need to descale the machine, and I would definitely give this a try before replacing any expensive components.
At first glace I would say this sounds like a personal problem... >.< lol
This is the guide to clean it, which you say you already have so lets look at the next step in line the Pump.
If you are getting no froth (lol froth) I would assume the wand is clogged or the pump isn't giving you any water!