I have had seriously fun hip problems for a while now, and still don't know the answers - but mine are inside than outside problems so YMMV.

You'll want to be sure to stretch your hip flexors, quads, glutes, back, and core muscles where you can. You'll find that even if those aren't the cause of your problem, they are further irritation and symptoms of your problem, and will make the rest of your journeys less comfortable. Everything gets mad and tightens up, and you pay for your injury all over the place.

A chiropractor helped me out hugely making sure my joints were aligned and in the same "length" and position so I was more symmetrical - whatever was pulling me "off" had me in a vicious cycle where I'd compensate with the left or walk funny on my right, knocking off my joints and muscles and everything all over the place. Not all chiropractors adjust extremities, so you'll want to ask about that if it is something you consider. I had one guy who touched my hip once even though I constantly complained about it, and switched to a guy who has many techniques to adjust my back AND extremities (like my hips, ankles, and shoulders).

Massages helped me loosen stubborn muscles that even stretching didn't want to get rid of. Upper quads, lower quads, hip flexors, glutes, back, neck, you name it, all the way up the chain. I could get some of them by stretching, yoga, or luck, but the massage person (or my husband and the roller massager dealie) could work them out much more.

In a previous injury, I had acupuncture, which was really helpful, way more than I expected -- but this was AFTER I ruled out any medical cause for my problem (tears, fractures, separations, etc). I may end up there with my hip, too.

This time, I started with the chiropractor, a sports-specific dude that I trust, who referred me to a massage guy that he trusted, and an orthopedic dude that he trusts, too, if I need an MRI or anything. I did have x-rays to rule out stress fractures. I know in some cases they'll recommend the anti-inflammatories (okay, but only for a couple days to see if it makes a difference), then the evil cortisone injection (to which I say no no no). I have trepidation about PT after negative experiences, but if it was recommended by someone I trusted, I'd give it a shot again.

The whole process works much better if you are vocal, able to describe your problems verbally and possibly visually ("it hurts when I move like this, sharp pain" or "it feels like my hip has to rotate around at this part of my stride" or "when I sleep like this, it hurts here"), and take note of changes as you notice them. You're the most invested in the process (hey, it's your money!) but also have the most to gain from answers.