I went through 8 different saddles (including fat ones, thin ones, Brooks, lotsa padding, little padding, cutout, no cutout etc.)before I found the right one for me. I bought each one and rode it for several weeks. Some I'd buy brand new and some used on ebay thinking that if I liked it I would buy a new one. When I decided it just wasn't the right one I'd sell it used and recover about half of what I paid for it.
Just as I was about to give up and assume there wasn't a comfortable saddle for me, I found the Selle Italia SLK. It's just perfect for my butt. After riding it for a month I bought 2 more when they were on sale at Colorado Cyclist.
It was a painful experience... both for my butt and wallet, but now that I'm on the other side of it, I'm glad I didn't give up.
I read about Big Mig getting his bike stolen once. He didn't care a bit about the expensive frame, components, etc, but he was crushed by the loss of his beloved saddle. From that point on he always packed his saddle and shoes in his carry-on luggage!