Make sure your sit bones are actually on the saddle. I spent a Saturday test riding bikes and the narrow road bike saddles nearly did me in. I was sore for days, not on the sit bone, but in between, because my weight was on soft tissue on every saddle because they were all too narrow. I have never been that miserable from my longest ride!! Measure your sit bones and take the tape measure with to the bike store and be sure to get a saddle that fits your butt! And pedalfaster is also right about not rolling too far forward, because then your weight is again on the soft tissue and you'll get sore.