Another stretch that helps me is one my PT called the number 4 stretch. Lay on your back with your feet on the floor like you're about to do a sit-up. Bring one leg in front of the other and use your arms to kind of push it down and to the opposite side until you feel the stretch in your hip and gluteus maximus. You can also do this with the off leg up in the air, so your legs kind of make the number 4, only upside-down.
I had hip pain for years, and in fact still get it if I do too much weight-bearing exercise on pavement. The initial diagnosis was trochanteric bursitis. Bursitis is just an inflammation of the bursae (fluid-filled sacs) that are supposed to keep muscles and tendons gliding nicely over bones, in this case, the glutes gliding over the top of the femur. Tx was rest, ice, ibuprofin, and, later, stretching and, later still, steroid shots. (These treatments also didn't do a d****d thing for me, but hopefully they will for you!)
It goes without saying that you should see your doctor rather than assume I know what I'm talking about. (Always dangerous!) And do take it easy: if it is bursitis, it's an overuse injury, so trying to "work through the pain" will only make matters worse.