urinary pain

Has anyone with a UTI, Yeast Infection, Bacterial Vaginitis (I think that's how you say that one) or anything like those experienced horrible pain after peeing? Not like I want to cry pain just discomfort. I have tried to drink water to flush my kidneys out taking six to take away the pain and it will not work. Last time that I went to the doctor she told me I didn't have a uti and I wanted to ask to get tested for more things but I am a teen ager with my Mom in the room so I was kind of scared. I have had sex before I always have protected sex and I am on the pill to double up on protection so. I believe I am good in that area.  I just really want te pain to go away at all cost anything should I get tested for multiple things to reach a verdict of get one of those store test saying if you need a store treatment ?