If I suspect I could have a broken bone, I always go to the GP first. Otherwise, I skip the doctor because it is always the same routine that ends in painkillers and a recommendation for a PT.
Therein lies a major problem, PTs are so used to dealing with health plans capped at hundreds of dollars. People go to a PT expecting an instant solution which is impossible for complex problems. So the whole PT industry has turned into quick fixes in 2-3 sessions that have an immediate feel good result and hand out a piece of paper with a bunch of exercises no one does. It is just as well, without supervision and coaching, they are probably doing the exercise poorly resulting in minimal benefit.