Your question caught my eye because my yoga instructors of late have really been stressing the importance of tucking our tailbone down in a number of poses. After concentrating on that for a few months, my yoga practice has totally changed. I have flexibility I never knew I had and poses that were once slightly uncomfortably are now a lot easier. As soon as I walk out of class though, I sort of forget about it--until last night. My low back starting bugging me during spinning and so I decided to consciously tuck my tailbone and, voila, no more pain. I don't know if I'll ever get to the point where my posture itself changes, but I am more aware of what adjustments I can make while doing physical activity to alleviate pain.
In addition to Pilates, I'd recommend yoga, especially if you can find an instructor who understands anatomy. The one thing (or one of many things I should say) that I like about yoga is that, with a consisent practice and a good teacher, you can start to integrate your body. What I mean by that is that you don't just strengthen/stretch one part of your body at a time but really work on it as a whole. I think that kind of work can have significant physical and emotional implications.
Live with intention. Walk to the edge. Listen hard. Practice wellness. Play with abandon. Laugh. Choose with no regret. Continue to learn. Appreciate your friends. Do what you love. Live as if this is all there is.
--Mary Anne Radmacher