Bicycles do not have seats, they have saddles (unless they're recumbents, or trikes, or other unholy, unnatural devil machines). You have to use the lingo if you want to be in the club. A seat supports all of your weight, a saddle is sat upon, but weight is also dispersed through the pedals and through your arms. Now why a saddle sits on a seatpost, which is inserted into a seattube, is one of life's little mysteries.
Like others have said, many prefer leather suspension saddles like Brooks. I recently tried their rubber saddle and it's HEAVEN. The shape and angle of the saddle will help determine how it sits....combined with your position and the bike's size. The same saddle can feel differently on a different bike with different positioning. The only way to get it right is experimentation, but a Brooks is likely a good place to start.