The vast majority of problems can be alleviated with proper bike fit and adjustments. Even if you have been riding a long time, it might help to go into a bike shop and ask for a fitting. A lot of times what seems ideal really isn't. An upright riding position or to big a bike are the most common problems.
The 2nd mistake is getting something soft and cushy (or gelly, or springy, or with some wacky design) instead of something firm which supports the sit bones.
Some very good information:
Bicycle Saddles
Bicycle Seats Explained | Bike Saddles