I definitely understand why the vet is a last resort. There have been a few times we waited a bit with lameness and it resolved on its own (similar symptoms, turned out to be abscesses)
In NJ, most vets are not farriers, so we generally call the farrier in and he will do what he can for the foot/leg. That may be a cheaper (and sometimes better) option, especially if it is an abscess.
The problem with finding an abscess on your own is that it could be very deep, or in a tricky spot. So I think just digging in the sole could be dangerous and cause more damage if you are not certain of the abscess location. Abscesses often times cause some of the worst looking lameness in horses, but are generally easily resolved. They are incredibly painful for horses, and relief of the pressure will almost immediately relieve most of the lameness.
There are other things it could be, but if you have checked the leg and there is no swelling, redness, or heat, and the lameness came on as quickly as you say, then I would strongly suspect an abscess.