How to judge comfort when buying a new saddle
This article, The Four and a Half Rules of Road Saddles, from Cervélo Cycles has been really helpful to me when pondering saddles. I think the key points are:


The saddle needs to be wide enough to support your "sit bones" but not so wide that it chafes on your thighs.
The saddle has to be flat enough that the part between your sit bones doesn't press up on your soft tissues.
If the saddle is padded, make sure the padding doesn't defeat the flatness.
A cutout might help.


Also make sure that you've got the saddle adjusted well. Make sure the height is high enough, but not too high (I start too high and work down, because it seems easier to recognize too high than too low). Also make sure that the saddle is level – nose up can make the pressure worse, nose down and you may feel like you're slipping off the front to the saddle.