Choose a saddle designed for the type of bike you have and the type of riding you do. If you want something more comfortable on a mountain bike ride, consider a saddle that's padded where your sit-bones meet the seat. If you want to save weight on your road bike, choose a long, lean saddle without much padding.
Don't get caught up in the amount of cushioning, though. A staffer at Hovsco says that the shape of your body impacts how well the seat will fit you. "Saddle shapes work differently for different people." A firmer saddle can actually be more comfortable in the long run. When you cycle regularly, your body adapts to that firm saddle and your movements are more efficient since you are not hampered by thick layers of foam.