If I have a painful breast lump, should I go to urgent care or my pcp?

PCP. An urgent care center is better-designed to treat emergncies; most pcps have more experience dealing with breast disease. However, if you think you have a breast abscess (redness, swelling, fever, severe pain) and your pcp is unavailable, it is reasonable to seek out immediate attention at an urgent care center.
Depends. If you are having redness over the lump and fevers, then you should go to urgent care. Otherwise you can see your pcp who can refer you to a breast surgeon or breast center.