Bike saddle advice

After a year of training and completing a Sprint and an Oly, I took the plunge and got a bike. For anyone in the Indianapolis area, you should definatly check out T3 Multisports. They gave me a great deal on a Fuji Aloha, and spent about 4 hours getting me fit and letting test ride different bikes. So my question:

The saddle on my bike isn't to bad I think, better than what was on the Tequilo and P1 that I test rode, but I wouldn't describe it as comfortable. I've gone on a couple rides, one was over an hour, and I'm finding that I'm quite comfortable in the aero postion except for the seat. The only time I have to come up is to rest my.. well you know... So I'm wondering if those seats with the relief cut out really work. Or if this is just on of those, "tough it out, and you'll get used to it" deals. Also, am I just stuck with buying seat after seat until I find one that works for me? I'm thinking at some of the prices I've seen that could get really expensive.