Coughing, Severe Chest Pain

I started coughing about 2 1/2 weeks ago.  I wasn't sick at all, but just had this cough show up.  I live in a large city with Air Quality alerts which can cause coughing.  About a week after coughing, I decided to go to a ealk in Clinic which prescribed over the counter allergy medicine and steroids.  This didn't help, so a week later I went to an E.R. walk in clinic because I started feeling very painful chest pains where the underwire of my bra hits.  The E.R. said that I developed bronchitis and they prescribed antiobiotics and an inhaler.  They also took chest X-rays and "said" everything looked fine.  It's been 4 days, and my cough and decreased but the chest pain is still heavily present.  I'm not sure what to do now.  When I do cough, I have to prepare for it because it is very. very painful.  My cough is broken up and very phlegmy.  I've been to two different clinics, do I need to go to a third and get another opinion? I've never had this before, so I am lost and sick of spending all this money.