It sounds like you could have a spine problem that is irritating the nevers exiting your low back. Problems of this nature can cause pain from the buttocks to the thigh.
The fact that it increases when you begin movement is also an indicator.
Check www.idealspine.com for a list of chiropractors in your area. Also www.chiroweb.com is another source for finding doctors in your area.
In either event, a chiropractic checkup is the best place to start. A good evaluation will let you know if there are any reasons you should be seeing another type of doctor like a neurologist or an orthopedist.