Thanks for using the forum. I am happy to address your questions, and my answer will be based on the information you provided here. Please make sure you recognize that this forum is for educational purposes only, and it does not substitute for a formal office visit with your doctor.
Without the ability to obtain a history from you and examine you, I can not comment on the exact cause of your symptoms. However, I will try to provide you with some information regarding this matter.
It sounds like you have left hip and leg pain, and you are concerned about your hip joint and nerve pain. Hip joint problems are out of my area of expertise, but in general, arthritis of the hip and inflammation such as in bursitis can cause severe pain that radiates down the leg sometimes (this is called referred pain). This would be best evaluated by an orthopedic specialist.
However it sounds like you have spinal stenosis, and one possible explanation to your symptoms is a radiculopathy. The spinal cord is encased by bones called vertebra. Nerves start to form as they come off the spinal cord and exit through holes formed between the vertebra. If a nerve is compressed on as it exits through these holes, particularly in an area called the nerve root, a radiculopathy results. The compression could be due to arthritis of the spine, spinal stenosis as in your case, or due to a herniated disc or other lesions. The symptoms include pain at the level of the problem (i.e. neck or back etc) and pain that may radiate down the arm or leg (depending on where the problem is). In more advanced cases, muscle weakness or sensory symptoms such as tingling or numbness may occur. Nerve function is best assessed by a test called EMG/NCS which assesses how fast the nerve conducts electricity and how the muscle responds. This type of test is done by neurologists in most centers.
For the majority of people, non-surgical treatment is the first option. This treatment may include medications (non-steroidals such as advil), sometimes steroids injections as you have planned, stretching and controlled physical therapy, muslce relaxants, medications for neuropathic pain (pain originating from nerves) and so on, these are best prescribed by an experienced physician, each has its own indications.
In some patients, after conservative non-surgical therapy is tried and the pain is still severe or if other symptoms/indications arise, surgery is the next step. One indication for surgery is if there evidence that a nerve is being compressed on to the point that its function is impaired. Symptoms suggesting the need for urgent surgery includes muscle weakness, loss of bowel or bladder control, loss of sensation, particularly in the pelvis and severe and progressive pain.
Thank you for using the forum, I hope you find this information useful, good luck.