You need a fairly firm saddle that is wide enough at the back for your sit-bones and narrow at the front so it doesnt rub your thighs when pedaling. If it is sloping down at the front you will tend to slide forward off the wide part sit on the narrow nose. If you lower your handle bars a bit, it will put more of your weight over the pedals rather than on the seat. I am happy with my $15 saddle. The suggestion of asking the shop if you can swap back unsatisfactory saddles after a thorough trial is worth following.

Having the seat at the correct height ,so your legs are almost stretch straight at the bottom of the stroke, will make it easier to take your weight on your legs. This may seem too high when you come to a stop, but you can either lean the bike to the side a bit, or move forward off the saddle.

Good luck! What sort of bikes did you get?