First and foremost, change the parts when your body contact the most. In another word, saddle, pedal and bars.

Saddles are very personal, one saddle might be good for his or her behind but maybe not yours. Here's a few to try out first.
http://www.pricepoint.com/detail.htm?stylepkey=21198
http://store.citygrounds.com/store/p...-Turbo-Saddle/
http://store.citygrounds.com/store/p...e-Bucket-Seat/