I did not until two weeks ago. I started riding June 2006 and ~20,000 miles later my butt still hurts when sitting on a saddle. The saddle that works (to an extent) was a Bontrager Lux that comes stock on some Trek bikes.
A couple of weeks ago, I had a Retul bike fit by my coach.
http://www.retul.com/ I get on the bike and he says, "you are sitting off to one side on the saddle".
In fact, I was sitting mostly on my left sit bone. He positioned me squarely on the saddle and it felt weird. He said most riders sit off to one side to some extent and that it was probably due to cleating in from the right side from a start. The change made a significant difference in comfort on the saddle. I got rid of the Lux saddle and went to my "did not work before saddle inventory” and selected the white Alliante. It feels great. Also, since I was sitting on one side, it caused my left leg to extend more than the right and chafe the left side more on long rides. I favored my right leg when pedaling. Now I am pedaling more evenly and getting more power out of my left leg.
The Retul fit system is totally cool. First, the computer creates a picture with exact dimensions of my bike. This is done by the operator taking a wand and tracing out key dimensions of the bike. Then he put sensors on my feet, knee, hip, elbow and wrist. I pedaled and the computer created a moving stickman version of me on my bike. After a prescribed amount of time pedaling at cadence, I stopped and the operator gets a printout of my dimensions and graphic display of my pedaling. For example, it showed whether my leg remained in alignment as I pedaled. We adjusted one cleat and moved my seat back. Even though, my knee is statically aligned (plumb bob technique) over the pedal axel, as I spin and due to the way I use my foot, my knee moves forward under dynamic conditions. Also, he wants me to increase my stem from 9 cm to 11 cm over time.
We also did my time trial bike. We found that i need to raise my seat (higher than the road bike) to get optimum knee angle.
It was a great experience and I learned a lot about fitting a bike.