Horrible pain down left side of my leg especially when laying down? what test should they do for sciatica?

Many possibilities: It could be caused by many different conditions: sacroiliac joint dysfunction, myofascial gluteal pain, disc disruption, 'sciatica' from a compressed nerve in your back, 'sciatica' from a compressed nerve in your buttock muscle (piriformis syndrome), referred pain from the hip, back, etc. I'd suggest you see a physician to find the source. Work up may include emg/ncs, x-rays, mri, or other tests.

See Doctor: First try nsaids like ibuprofen, aleve and you can even add some tylenol (acetaminophen) to help with pain. Ice the area for 20 min at a time and see if these help reduce the pain. If this persists longer than a few days, consider seeing your doctor for stronger medications to help. Typically most people get better within a few weeks of an injury. If not better consider further imaging studies to evaluate.