I've encountered some spin bikes that don't have a little dip in the seat for the tailbone (just straight and kind of high in the back), and so that's usually the culprit. (my position on the bike with respect to bar height etc was fine and I still had a sore tailbone on these bikes--they were Reeboks). Sit bone pain is another story. Padded shorts can help some, but some chamois pads are cut out a little in the tailbone, meaning you might still hit the hard saddle there. Finding one that's a little more nose up (as much as you can stand it) can help as can sitting almost off the back of the saddle a little. Finally, you can get a cheap gel seat cover to take to class with you. Those are pretty thick, and while it's still going to be a little high in the back maybe, it'll at least be softer. It could still take a while for the bone bruise feeling to go away though.