I seem to do this to myself too much. What -should- I do in these kinds of situations? Villain could have me beat in several ways, or he could be drawing, and I dunno which.

Ultimate Bet No-Limit Hold'em, $.25 BB (6 handed) Hand History Converter Tool from FlopTurnRiver.com (Format: FlopTurnRiver)

Hero ($25)
UTG ($18.35)
MP ($4.95)
CO ($22.10)
Button ($9.30)
SB ($25.85)

Preflop: Hero is BB with 8, J.
UTG calls $0.25, 1 fold, CO calls $0.25, 1 fold, SB completes, Hero checks.

Flop: ($1) 3, 3, J (4 players)
SB checks, Hero bets $1, UTG calls $1, CO folds, SB folds.

Turn: ($3) 7 (2 players)
Hero bets $3, UTG calls $3.

River: ($9) 4 (2 players)
Hero checks, UTG bets $9, Hero folds.

Final Pot: $18