Are you wearing cycling (padded) shorts? If not, I'd suggest that as a starting place. The saddles on spin bikes are never terribly comfortable, but with cycling shorts, you should be able to handle an hour long (or even longer) class without too much pain. It otherwise does take some time to toughen up your butt.
TE has a a good selection of shorts for all shapes and sizes. So, too, does Terry (although I think TE actually carries Terry shorts). You don't have to buy the top of the line, but I wouldn't buy the cheapest either. There is, IME, a big difference between quality and cheap shorts.
Finding the right saddle for a road bike is usually a matter of trial and error. There are ways (just do a search) to measure your sits bones to determine how wide of a saddle you need to get. Don't assume that just because your hips or butt are wide (or narrow) that your sits bones are the too.
If you're feeling a lot of pain or pressure along your labia, then a saddle with a cut out might be the way to go. Otherwise, I'd go with something that doesn't have a lot of padding. Believe it or not, more cushion does not translate to more comfort.
Finally, I'd mention that saddle comfort is also a function of bike fit. So, if you have a road bike or are contemplating one, take the time to get it set up properly such that you're balanced properly fore and aft, with the saddle at the appropriate height.
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