Guidelines for buying a new seat
Many bike shops actually offer demo saddles so riders have a chance to try them out without buying them.  You should call around any see if any of the shops in your area offer such an option.

If you can't demo the saddle, the first thing you need to figure out is why your saddle is uncomfortable.  Saddles can be uncomfortable for two main reasons: because there isn't material where you want it, or because there is material where you don't want it.  When you're sitting on your current saddle, where are you feeling pressure.  Ideally, it should be on your sit bones.  If it isn't, do you need a saddle that's narrower or wider?  If you're having issues with numbness, you might find it beneficial to adapt a saddle with a cutout.  If you're experiencing chafing, you probably need a narrower saddle with less padding.

You may also wish to examine the angle of your current saddle.  A typical rider will want to have the saddle horizontal, but even a few degrees of tilt can make a huge difference.