What label a saddle is is irrelevant. I've ridden both, and have settled on a men's saddle for right now (I am female) and will likely never use or buy another women's saddle. Why? Because women's saddles are the wrong shape for me. The shape is what matters. This cannot be determined unless you try saddles out, so it's a good idea to find a local bike shop that allows you to test saddles out to find the one that works. In addition, as others have said, you don't want some big fat gushy monstrosity unless you are riding a cruiser for a couple miles. What the minimum amount of padding is needed for long-term comfort is a personal preference, but thick gushy seats compress the soft tissues, causing pain.
Do you have good shorts? If you aren't wearing good shorts, or aren't wearing cycling shorts at all, that's part of the problem.