MRI or a CT scan should be performed on an emergent basis for cauda equina syndrome.
In patients presenting with low back pain and acute neurologic deficits, CT and MRI are typically required (even in the face of a less dramatic than above or even a completely normal x-ray). Suspected cauda equina syndrome in particular requires emergent imaging and consultation with a specialist for emergent surgical decompression. Imaging prior to surgery is required (unless the patient is hemodynamically unstable, which was not part of the above vignette) to allow for an informed surgical intervention.
Electromyography can detect nerve root compression, but it will not detect an upper motor neuron lesion. Likewise, bone scans are typically not an emergent study for any indication, although they may be useful as an adjunctive study for hospitalized patients with infection or tumor. Radiographs are appropriate as the initial diagnostic study when there is advanced age, a history of cancer, or trauma (as in the above case).
Reference:
Mahoney BD, et al. Marx JA, et al, eds. Rosen's Emergency Medicine: Concepts and Clinical Practice. 7th ed, 2009.