If you pass through an arterial line on the way in, even if it is small, it will be pressurized to the degree that it could create a sterile abscess that presses on a nerve. If left alone, it will compartmentalize and will not have enough blood supply that antibiotics alone would help (sterile abscesses will still draw an immune response as well--basically a lot of pus) if infection sets in.
If you go to the doctor, that is a standard I and D situation. Incision and drain. Your quad could be compromised permanently. It could be less than aesthetically pleasing to you. I would give it my best shot and try to drain it. But that is my opinion.
Good luck bro.