My hip bursisits is caused by a tight IT band, so I find foam rolling the IT band to be very helpful. I wouldn't foam roll over the tender bursitis area however-start below it.
Sometimes you just need to get that steroid shot when nothing else works-I broke down and got one after 1 1/2 years of pain and was very glad I did-complete pain relief and cured after 72 hours. Now I keep it in check with the roller, but also not doing too much linear cardio (run, walk, elliptical). I do more lateral movements, especially kickboxing, and keep the hip abductor muscles strong. That really helps.
Beth