Q: What are some ways to trouble shoot my Bluetooth not connecting

First off, what are you trying to connect to. The iPhone supports a certain number of profiles http://support.apple.com/kb/HT3647 and contrary to popular belief, it will not connect to other cell phones or computers for the purpose of transferring files. One exception to that is iPhone 5 or able can connect with Airdrop, but that does not use Bluetooth exclusively.