I agree with Pak Rat. Another term for a bladder infection is "honeymoon cystitis". It sounds like what you have - painful and frequent urination, and the most intense pain at the end of the urine stream?
If you go to the doc, they'll push on your kidneys from behind to make sure your kidneys aren't infected, collect a urine sample, and if you have an infection give you antibiotics.
In the future, urinate before and after sex to minimize the chance of an infection.
It might be a bladder infection. The same thing happened to me. If you don't go to a doctor for pills it'll get VERY painful.