Hi, the best way to see if you have an infection (other than testing) is to milk your penis first thing in the morning before urinating and if no white puss comes out you can pretty much rule out an infection. If the stinging is mid way inside your urethra it could be an injury to a nerve. If the irritation is only at the tip it could be you causing it yourself from constant pulling it checking for things.
Also, how's your water intake? Your caffeine and alcohol intake? Caffeine, alcohol, and even juices can be very irritating to the bladder, which can irritate your urethra. Increase your water intake and see how you feel.
Also, Dave's info about it being irritation from checking could be really accurate. Leave it alone for a few days, increase your water intake, and see how you feel.