Should I go to the emergency room if I suspect I have a blood clot?

Probably. Because evaluating for the presence of a DVT usually requires an ultrasound, and because dvt's should be diagnosed as early as possible, if you suspect you have one you should go the emergency department. Although it's always good to discuss first with your primary doctor, most doctors do not have the ability to perform diagnostic ultrasonography in their office.
Depends. Daytime see your pcp. Maybe an urgent care? The er is usually quite expensive you need an ultrasound to confirm and that is done at most hospitals as an outpatient.