I've used a saddle with a cutout that was shaped horribly - I could feel a hard ridges on each side of my tailbone. And I've also used saddles with cutouts that are wonderfully designed and I never want a saddle without a cutout again. It all depends on how you're built and how the specific saddle is designed.

As for trying multiple saddles, any reputable LBS (local bike shop) should have a return policy on saddles. So find a store like this with a good selection of women's and men's saddles and then buy, try, return, rinse and repeat as many times as necessary.