You may be lucky and feel very comfortable on the saddle supplied with your bike. But if you have a niggling doubt that there might be something a bit more comfortable 'out there', you're probably right. Unfortunately we do not have a definitive method to determine which saddle will suit a particular rider, so it is largely a matter of 'try it and see'. If you can borrow friends' bikes or saddles that may help to narrow your choice, as even popular recommendation cannot guarantee a perfect fit for you.
A surprising amount of steering control is achieved from the saddle
Saddles are made in as many almost as many variations as shoes: some are designed specifically for women, other have a central hole to reduce prostate pressure for men, some have gel inserts, others are narrow, lightweight models, BMX saddles are even more minimalist and there are broader, well-padded saddles for more sedate riding. Downhill riders require a strong, reliable saddle. Some are longer than normal to help control the bike with your legs (a surprising amount of steering control is achieved from the saddle).
Cross-country riders can easily save 150-200g by choosing a lightweight saddle. Titanium or hollow cromloy rails save weight (at a price) but beware, saving weight on a saddle is often done at the expense of comfort, with narrow bases and less padding. Sometimes, it's worth carrying a few extra grams to ensure relative comfort and better performance in a race or all day ride.
The seat post must be able to place the saddle in the correct position. It needs to be long enough to set your saddle at the correct height and have the appropriate 'layback' (see below) to adjust the saddle's fore and aft position. Be careful though - if you think you need an extremely long seat post, your frame may be too small for you. There are three types of seat post.
Seat post - more important than you'd think
The standard seat post with an integral clamp an inch or so behind the post's centre line. This allows most people to position the saddle correctly. The clamp is usually very simple with one or perhaps two, Allen bolts to secure the saddle. The amount of layback does vary from one model to another and those riders who sit a long way back on their bike may need to shop around for a pillar with more than average layback.
These posts have the clamp 'in line' or directly on top of the post's centreline. This is usually lighter in weight but tends to restrict the fore and aft adjustment on the saddle. However, this style is often appropriate for many female riders who need to sit a little further forward on the bike and reduce the reach to their handlebars.
Posts with some degree of built-in suspension have been available for a number of years but the choice is limited. This is the budget form of rear suspension used mainly for comfort, albeit with a weight penalty ranging from 100g to 500g. Some are inline style and compress along the line of the seat post, others use a linkage and have an arcing movement to keep the saddle-pedal distance more constant.
Most seat posts are made from aluminium. Cheaper ones may be steel or very thick (and lower grade) aluminium whereas at the top of the range the posts can be made from titanium or carbon fibre. Seat posts diameters vary in 0.2mm increments, so it very important that you select the correct size for your bike - otherwise something will get damaged! Take your frame or old seatpillar along to your dealer if your existing seatpost doesn't have its size marked on it.
This is the bolt that tightens the seatpost in the frame. It may be either a hex bolt design or a quick release model.
Hex bolt -
Quick release bolt
A simple bolt or allen bolt which is lightweight, secure and neat. Once you have set the height of your post you can leave it alone (also safe in the knowledge that your saddle is less likely to get stolen if you leave your bike locked up anywhere).
Quick release -
Just like the QR skewer on a wheel, this allows rapid adjustment or removal of the seat post. It's useful if want change your saddle height for technical riding or when transporting your bike. Such clamps are common on may mountain bikes, but the hex bolt is more secure, lighter and cheaper.