It can be a pain finding a nice seat, and once you find it, somebody will steal it. Sad, but true.
My quest for the perfect sabble ended like that last week.
For most modern saddles, you run into a plastic frame with some generally vinyl material stretched over a layer of closed cell foam and/or 'gel' like material.
I dislike the gel saddles.
Why? Simple, it tends to get pushed out of the way once it warms up and squishes out of the way, leaving your butt to be chaffed by the displaced material and bounce on the plastic frame. So, one idea on the comfort of the frame itself is if it's staple-assembled, replacing the foam with some thinner, harder closed cell foam can actually go a long way to making it more comfortable. If it's plastic-welded in place, you're outta luck, though, unless you are comfortable trimming off the old cover and stapling a new one in place once you're done.
Now, that said, I'm avoiding the easiest solution of all; Make certain your saddle is positioned correctly. Height is only one dimension, but is an important one, of course.
Angle of the saddle can make a lot of difference, potentially loading your weight onto your wrists instead of backward. If the seat is tilted too far backward, though, you'll be sitting harder, and 'standing' while riding will be more difficult, and you'll be using the saddle more as a seat, which it isn't supposed to be on most bikes.
Lastly is the fore-to-aft positioning of the seat, where you can shift it forward or back to get yourself into a better overall position and make sure your back is bent properly to absorb some of the shock instead of just driving it straight up against your spine and butt, which hurts. Take my word for it, you want to skip this.
There are tutorials o how to adjust your saddle. Sheldon Brown has a good one about positioning for max comfort.
Adjust slowly and in one direction at a time.
If your female like I am look into getting a female bike seat. I used a male/general saddle for years until I upgraded and it was worth it.
The reason they are better is because they are typically spaced a bit different to deal with wider hip bones.
Go to a local bike shop and ask what they have to say, most shops can be reliable in terms of advice about seats. New seats arnt terribly expensive either, and if you know what your looking for finding a used one is a cinch.
You'd still want it to be hard though, those soft plush ones are terrible. There only good for leaving your butt raw which is worse then what you feel during the actual ride.
The longer the rides the more the seat matters, I will say that a bike seat will never be a couch. So often times youll hear cyclists just fighting through it. I do admit to my knowledge about female seats being limited. But I know that during longer rides the constant pressure in that area is never good. If your riding an occasional ~5 miles I wouldn't worry about it; unless your looking to turn it into a daily thing.