Ask a hundred people and you'll get a hundred different answers, because everyone is shaped a little different.
My favorite saddle of all time is the Selle Italia Turbo and I've ridden everything. I can give you some good general tips, though.
Different types of bicycles favor different styles of saddle. This is pretty intuitive. A track bike favors a narrower saddle than a beach cruiser, no matter how wide or narrow your skeleton. Generally, the more upright your position, the wider the saddle should be.
Also, in general, people who experience saddle discomfort usually first seek a wider or softer saddle. I don't think that's the answer though. In my experience, the cure for saddle soreness is riding more. If you ride five hundred miles a week (and I'm not saying you should, I'm just making a point) you can ride an hour and a half on anything short of a bare seatpost and be fine.
Finally, many people find a saddle with either a cut-out or a groove to be more comfortable. There's a million of these type of saddles, made popular by Terry.
Those are my general observations. On a personal note, I've always loved the Turbo. Prior to that, the Unicanitor buffalo. I believe that with the introduction of the Concor, the modern bicycle saddle became too minimal for many (although I know a ton of guys who loved the Concor).
I always like Brooks saddles, and liked Ideale saddles even more. The problem with the Brooks only comes into play (for me) with truly high mileage days. It's because the frame does not allow the corners of the saddle to flex at all.
There is no correlation between price and comfort. So try to borrow some different saddles and see what works best for you.