Cold -> Flu -> ?

I have had a terrible cough that's lasted over two weeks now..  It started out one day with slight coughing that got worse.  The next day, I was unable to get out of bed, with a slight fever and chills, but got much sicker.  The cough was very dry and I started to lose my voice.  I was whispering for a few days afterwards, continuing to cough.  I went to see a doctor, who prescribed me antibiotics z-pak, and concluded I had a normal cold.  I took Tylenol Cough + Cold for a few more days.  My cough was still getting worse, with some mucus I would cough up.  I would cough until I got dizzy, and headaches would result.  It looked like I was getting better after the first few days, but it would get worse the next day.  Then I went to another dr. who gave me Tessalon pearls - which didn't work.  I did not have the flu at this point (1 week since it started).  My cough continued for so long and hard, I began to develop a chest pain on my right side.  I had to hold in my coughs, because it was so painful.  Yet, I continued coughing hard.  I finally gave up and went to see a 3rd dr.,, who said I had the flu, and who prescribed codeine, tamiflu and the purple round breathing item for potential asthma.  I have taken it for 3 days now, and the severity of my coughs have lessened, but I am experiencing pain that has moved to my lower sternum.  Last night I was coughing up again..  Is this a sign of pneumonia?  Is the chest pain a normal side effect that will go away and not cause any long-term damage?  Or have I developed bronchitis?  Should I go to see another doctor?  I have already taken about 2 weeks off from work, and have run out of personal days and vacation time..