Campus Cyclery in Cincinnati has a similar loaner program. They have a dozen or more saddles up on the wall. You put in a deposit, then check one out for a few days and return it. Last year, the whole thing cost me $10.00 net. I ended up getting a Specialized saddle instead (they didn't carry those). But it was worth it to try out different styles.

Fizik has a set of orange covered saddles for testing, too. I've seen the display at another bike store in town.