There are two metrics that pretty much determine saddle choice - sit bone width and the angle of the rider position. Your "sit bones" are exactly what they sound like but if you're not sure what yours are, they're the bones that hurt if you sit on a metal bleacher for too long. Sit on the ground cross-legged, sit up straight and rock from side to side. Those bones you're perched on are your sit bones. Many bike shops have a hilarious ass-o-meter that you can sit on to determine the width of your sit bones, a very useful metric while saddle shopping. It takes an impression of your butt bones, which is them measured - the whole process is very uninvasive. On a population wide level, women's sit bones are generally wider than men's.
The other metric, rider angle, is the same thing as "Rider position" that we discussed in the guide to choosing a commuter bike. An aggressive riding position essentially necessitates a narrower saddle to prevent your legs from hitting the sides as you pedal, sitting up necessitates a wider saddle so you have somewhere to put your ass. There's a huge range of saddles designed specifically for various rider positions and the packaging usually helpfully labeled by the type of bike for which they're intended (cruiser, hybrid, touring, road/racing, MTB, and so on). Compare the difference between these two:
|Terry FLX Carbon Saddle|
Once you've figured out what sort of saddle will work best for you in terms of style and width, now it's time to start shopping! Saddles come in a startling array of materials including foam, gel, and leather. I tend to prefer leather Brooks saddles, which break in to the user over time. They're legendary for their comfort and durability, plus I really like how they look. However I've extensively used a Terry Butterfly with the Cannondale and loved that saddle too because it fit properly. Much like the bike itself, 99% of loving a saddle is making sure it fits right.
|The Brooks B-17 S|
Again, shop around. There's a ton of brands and every one of them has their own "special system" for determining fit. Any good bike shop will let you test ride a saddle to see if it works for you, on your bike. And believe me, the right saddle makes all the difference.