Depends on your type of bike. If you're a road cyclist, I've been told that there are two main popular seat styles: the fizik arione and the specialized toupe. If you have a fleshy butt like me, the arione is better. If your sit bones are boney, the toupe is better. The advantage of the arione is that it's a long seat for many positions and different butts. It's curved upwards at the back, so that your groin area doesnt get crushed. You can get decent arione clones for cheap, like the nashbar gr2, forte pro rs1, douglas apex, or sette sonic. I've used the gr2 with great success. Of course, if you really want to know for sure, you have to test ride them individually. Avoid overly cushioned gel saddles, because they get in the way of your legs, and are not necessarily more comfortable.
bikeforums.net, experience with various saddles