I've been suffering with progressively worsening coccyx pain for a few months now, initially caused by, of all things, my new motorbike. It has a very upright seating position - great for the RSI, lousy for the tailbone as all shocks are transmitted directly up the spine with the result of a bruised(?) coccyx around which the muscles appear to have contracted and pulled it forward... ouch. It's got to the point where painkillers are necessary to survive the working day (at a desk job).
Tonight I had an osteopathy appointment and despite having been in quite a lot of pain at work I am now sitting at a desk to type, no painkillers, no special seat and, for now at least, little or no pain. The manipulation was all external with a fair few yelps as he found the tender spots.... then stretched the muscles around the coccyx, spine & buttocks. Yes, I know, early days and all that, but the relief is immense - I'll let you know how it pans out but the initial results are promising. In the interim I will be buying a seating aid for work and now have an Air Hawk seat pad for the bike.
If you're in or near Bury St Edmunds, in Suffolk (UK), ask for Jonathan Kettle at Bury Osteopaths (see Doctors and specialists in the UK)
Good luck to everyone else in their search for relief from coccyx pain.