Hiking has been helping me alleviate my pain. I try to walk as much as possible after reading another testimonial from a woman who eliminated her pain by walking. Recently I've been hiking once every week, about 10-12 miles [16-19 km] each time. After only four long hikes, I almost feel normal now. I'm able to sit all day (on my coccyx cushion) at work without any discomfort. After I had a flare-up of pain at the beginning of the summer, just one long hike managed to reduce 50%-75% of the pain. My pain still comes out sometimes but it is way more manageable. Doing 10-12 miles might seem daunting if you're not really into hiking or exercise, but I recommend taking a lot of breaks and powering through it because the results are worth it!
About my pain:
I'm about 30 and have had tailbone pain for over 5 years. I've never been able to pinpoint any injury date - the pain just came about after taking too many 9 hour bus rides. It's usually only a problem while sitting, especially on buses, although sometimes it flares up and is constant. At first I tried a myriad of treatments, from cortisone to PRP [Platelet-rich plasma injection], but nothing worked and I've given up on doctors for the time being.