Yeah, you can't just walk into the ER and say you want an MRI. Leave the emergency room for the emergencies. Yes, hospitals work out payment plans, but it's still going to be upwards toward $3,000-$5,000+ for the MRI ALONE, not to mention the doctor's pay, facility charges, any other tests, lab work, etc.
You are definitely better off going to a regular doctor that is willing to work with you. Without insurance, though, pretty much any MRI you get is going to be very, very expensive. In my city, the cheapest is $5,000. The lowest I've ever seen is $2,000.
Look up your city's Department of Health website and look through their resources.