Here is a link to a good article on hip pain:

http://www.aafp.org/afp/20000401/2109.html

The first drawing shows the locations of bursae in the hip.
Trochanteric bursitis is easily treatable with steroid injection and PT.

The drawings further down, show where the lateral femoral nerve exits the abdomen, and when compressed (by tight jeans or girdles) it may refer pain down the front of the thigh.
This is called meralgia paresthetica. I have had it in my right thigh from a C-section surgery. I had it for many years without knowing what it was. After Lidoderm patches came out and I tried those in the groin area where the nerve enters the upper thigh, I actually solved the problem with them. After two weeks of use, the nerve stopped firing. Now I only get little twinges, and the larger painful issue is gone. Overextension of my leg or riding a bike seems to set it off some. Heat also bothers it.

If you are using a heat treatment for your discomfort, I'd switch to ice, and see it you get some relief. My chiropractor does not suggest long term heat applications (20 minutes tops at modest settings only). And I did find the steam room activated my nerve after only 10 minutes. Nerves actually get stimulated by heat. So please consider that too. That was my experience and I may have made mine worse over the years, because I used to love the heating pad. (after standing all day at work).