Padded shorts move when your bum moves rather than staying in the same place and it's one of those things that just works better. Cushioned seats tend to work into a groove after a time and it makes it harder to adjust your seating position because you'll keep slipping back into it.
I do agree with all of the above, however I did really like my gel saddle (not cover). It was one of the bioflex ones from wiggle with the cutout chanel down the middle and relatively narrow shape, just with gel taking out bumps of the road. http://www.wiggle.co.uk/bioflex-ozone-saddle/ Youll see its rated pretty highly by people who have tried it and IIRC theres a ladies version on there too.
I think as a much heavier than average rider starting out, having my bodyweight supported by a very small hard saddle wasnt great, nor were the vibrations to my lower discs which I have problems with, so the gel saddle seemed a big improvement. I use the standard stock saddle now since the gel one got a crease in it which rubbed, ive got used to it and its fine with padded pants or faster rides where im catching weight in my legs, but a lot of new cyclists put a lot of their weight on the saddle rather than the pedals/bars.
Shorts used to have just a chamois insert. Good but difficult to maintain, especially after washing. Over the years synthetic inserts got better. Then, for some reason, they became increasingly thick and spongy. I have difficulty finding shorts with suitably thin inserts these days.