Yup- you need to get a saddle that is wide enough for you.
I was looking for a comfortable, lightweight saddle for under $100. My first bike came with a WTB Speed V saddle that was super-comfy, but too heavy. I ordered a couple WTB saddles from BlueSkyCycling, tested them out, and returned the ones I didn't want. I ended up with a WTB Pure V Stealth Ti. It's a gorgeous, comfortable saddle, reasonably lightweight (250g), and $90.
I had asked the sales rep over the phone if I could order more than one saddle and return the ones I didn't want. He said it was fine so long as there was no markings on them. It worked out great!