You need to be sat correctly first of all with little or no pressure in the front (pubic bone area) and more on the sit bones area. Is your derriere wide or narrow? Some saddles come in different width sizes eg 130mm,143mm. Specialized BG are popular and the dealers have a pad thing you sit on to measure the sit bones. You should also be thinking aout a central cut out to relieve pressure.Selle Italia Lady saddles are popular and you can borrow demo model from some dealers. More expensive are Selle Anatomica which are leather saddles but suspended as opposed to a hard shell type. Evans may have a good range. Bontrager may also have some women specific models
DW is very happy with Selle Italia Lady Gel Flow after going through a dozen saddles. Make sure the saddle nose is level with the rear or even slightly lower but not so much that you find yourself slipping down the saddle. It will take a couple of weeks to get used to a new saddle so start nice and easy and only ride for as long as its comfortable - 30mins! Then add a little each time you go for a spin and dont forget if you find you have a sore backside take a day or two off.
If you have problem with peeing then i suspect it could be that your saddle nose is raised!
It's about fit, and sadly a lot about trial and error. I get on well with the Specialized BG ones - I have a jett and a ruby (the jett is more forgiving) both of which have a cut out which I wouldn't be without. Being measured on the buttometer isn't dignified, but was worth it for me.
As Pedallleur says, the important thing is to get a saddle of the right width. This means it matches the width of your "sit bones" (aka ischial tuberosities or protuberances). Our pelvises are generally wider than men's, for obvious reasons, and so we need saddles specifically designed for women (D4W, WSD, etc). It makes no difference whether you are fat or thin - the bones will still be in the same place!
Women's saddles generally come in three sizes: Small (approx 130mm) Medium (approx 143mm) Large (approx 155mm)
Small and medium tend to be better for road cycling, where you are bent forward.
Medium and large are preferred for MTB, with a more upright position.
So the first step is getting the right width. How do you decide? Well, as HTFU implies, the lads in your local bike shop will be delighted to assist . But check first that they actually have a buttometer (much nicer word than arse-ometer). There's more information on the Specialized website.
Then you can start to look for a suitable saddle for your specific purpose. But nothing beats actually trying out a few different saddles, though!