3 really important things you need to add into your sexytimes if you haven’t already:
1. LUBE. Get a good water-based lube and use it liberally every time. Re-apply mid-session if necessary.
2. FOREPLAY. Are you and your partner spending at least 15+ minutes getting you warmed up every time? You should be decently wet by the time penetration starts, in addition to the lube you’re using.
3. CLIT STIMULATION. The reality is that more than two-thirds of women require direct clitoral stimulation in order to reach orgasm, which means that some people just aren’t that titillated by penetration on its own. Rub your clit, have your man do it, or use a vibrator. If your partner gives you any trouble on this, just show him some statistics (easy to find with a Google search).
Additionally, there’s a possibility that you might have an actual medical issue, like vaginismus. Most people with vaginismus can’t be penetrated at all because they’re so tight, so I’m not convinced that you have it, but it’d be worth asking your gyno about if the pain persists.
As for UTIs, make sure you’re drinking enough water, always pee within 15 minutes after sex, and if that doesn’t work, try taking cranberry extract pills and/or D-Mannose with a big glass of water after sex.