Try a different gym. I live in a city of about 100k inhabitants. We have several gyms and except the one heavy iron place full of large tattooed males, they have many stationary bikes with reasonable seats. The suggestion of a used trainer is a good one. I have also used gym bikes successfully, but that all depends on the bike and the saddle. Other than a gym bike, some gyms have Stepmills, which also give a very good workout. Some riders prefer that to gym bikes. Speaking personally, I can sit on a gym bike for an hour easy if the saddle works for me. It's just a matter of mental control and level of desire for fitness.