Here are a couple of general pointers to avoiding saddle pain. First, you need some good cycling shorts with a good chamois. The chamois will provide a bit of cushioning to prevent bruising. The tight fit of cycling shorts and a smooth chamois will help avoid chaffing. Secondly, make sure you are changing your position around a lot as you ride. Slide forward and back and ride off the saddle every few minutes. Also, stand when going over rough spots on the trail. By varying your position, you keep the pressure on any one area minimized.
Beyond this, there are a bunch of reasons a saddle may hurt. Determining the reason will help you get the best solution.
Are you chaffed or getting saddle sores? Using Assos Chamois Cream or Chamois Butt'r will reduce friction and sooth irritation. Assos stuff is medicated and is particularly good for helping to heal saddle sores. (Remember also, cycling shorts are always worn commando style. Undies do nothing but get bunched up and add to friction.)
Are your bruised? If so, hopefully one of these ideas will help you out.
First possibility - You need to toughen up your bottom. If you haven't been on a bike in a while, it will be uncomfortable until your bottom toughens up. If you have been riding several times and seat still hurts, though, this probably isn't the issue.
Second possibility - Your saddle isn't correctly positioned. Your saddle needs to be pretty close to level. If it is tipped forward, you'll feel as if you are slipping off the seat and it'll force your weight onto your hands and arms. The saddle will beat you up where the back end of the saddle makes contact with your body. If is is tipped too far back, it'll chew you up where the tip of the saddle makes contact.
Third possibility - Your current saddle doesn't fit your bottom. Everyone's anatomy is different and you need a saddle that fits your body. Some folks have a wide pelvic structure, other folks have a narrow structure. If you have a narrow saddle and your pelvic bones are widely spaced, it will be very uncomfortable. Specialized, for example, has created a sizing system and saddles of varied widths. I've found their saddles to be quite comfortable. Otherwise, you may want to check out saddles by Terry, Fizzick, Selle, etc. Many bike stores will mount a saddle on one of their test bikes and let you go for a ride to see how it feels. Before dropping lots of money it helps to take a ride.
Hope this helps. There is really nothing more miserable than a sore bottom, but it can be avoided.