When I have a lame horse with no obvious cause I call the farrier first and if the farrier thinks it's not in the hoof or can't solve it then I call the vet. I have never actually had to call the vet. 90% of the time if there is no sign of injury the problem is in the hoof. I had a mare that was so lame she wouldn't bear wieght on one front foot so I took her to the vet and they cut out the abcess and wrapped her foot. I had to saok the foot in epson salts and change the dressing every day for a week. The bill was over $100. A week later the same horse was lame on the other front foot but this time I called a farrier. He came out and gave me a bottle of hoof dressing to put on the sole of her hoof. He charged me $10 for the ointment that I applied once a day and the next day she was walking sound on it.
That's just my experience though.