With persistent burning on urination we commonly send off a urine culture but also recommend looking into your bladder with a telescope (cystoscopy) to ensure there are no abnormalities on the inside. We also send a cytology from the urine looking for any abnormal cells. The botXXXXX XXXXXne is we want to make sure we are not missing a bladder cancer (especially with any history of smoking in the past).
You should also have a pelvic exam so they can look for any anatomical abnormalities such as prolapse of pelvic organs or to see if your bladder has dropped down (cystocele). These are also common causes of urinary complaints.
A urologist would be able to do both of these things for you.
Hope this helps.