Measure your bum
http://www.artscyclery.com/learningcenter/measuresitbonewidth.html
Buy from an online shop that posts decent measurements in its descriptions, or from a manufacturer that does. 3d image viewers may help you decide if the centre dip is likely to be deep enough.
You can try sitting on the saddle on a flight of steps or similar and then send it back unused, but I'd expect a seller to grumble if it's been clamped and there's not a fault.
Some cycling groups keep boxes of saddles or various members have old ones you can try until you get an idea of what you like. I think my current saddles are half-and-half shop and online purchases, plus there are a few on the shelf - including a broken one which I really ought to throw out
The other things I'd question are whether you're wearing thickly-padded shorts which are spreading the pressure from the sit bone supports to the centre area like an excessively-padded saddle on a leaning-forwards bike, or if the saddle is positioned too high so your hips are rocking or you're moving forwards to shorten the crank-saddle distance and you're scrunching the middle bits as too much weight shifts.
http://www.sheldonbrown.com/saddles.html although it's a bit dated now.