I was forwarded an interesting article regarding how to respond to your aches and pains from exercise. Although I would never recommend avoiding seeing your doctor for significant injury symptoms or if you are new to exercise with a history of injuries, but I do appreciate the common sense approach to the typical and occasional pains associated with many fitness training activities. I am not a proponent of pushing through the pain, however I am a proponent of learning how to work around the pain. Check out this article which has credible sources like Dr. Paul Thompson and other respectable physicians with vast exercise experience.
The link is http://www.nytimes.com/2010/04/01/fashion/01best.html?emc=eta1