There are some old threads on pain that you can search, but I think that the gist of them is:
Yes, lung pain is common and there are different kinds. NSAIDs are nice because they can help the inflammation component but watch out if you are a bleeder.
pleurisy: pain worse with inhalation because of the rub/inflammation of the lining of your lung; often accompanied by sounds/rubbing/tapping feel.
infection pain: ranging from ache to sharp pain, sometimes referred into shoulder or neck, check for pneumonia.
sudden twisting pain: bad but fast--usually a muscle spasm from coughing.
atelectasis: feels like the infection pain but not always accompanied by fever/malaise. Using a PEP device like acapella can help.
I hope you feel better soon. I personally like hot baths to help with the pain in addition to the meds.
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Melissa, 34, bronchiectasis (no CF)