I suffered from coccyx pain after the birth of my first child. It went away after a few months, I think as a result of acupuncture, and I didn't think anything more of it until a few years later when I slipped on the stairs and took a few bumps directly on my coccyx.
This time, I tried acupuncture again but it didn't help. I struggled to sit down without sitting/leaning very far forward, my daily commute became a real problem, and driving for long distances was impossible.
This carried on for about two years until I saw an osteopath local to me, who tried everything in the book except for direct coccyx manipulation. He concluded fairly quickly that direct coccyx manipulation was required and referred me to Dr Stephen Sandler (see Doctors and specialists in the UK, London) who he knew because Dr Sandler had taught him at one point during his training.
After one visit to Dr Sandler I was almost completely pain free. I say almost as there was still some slight sensitivity in the area so I went back after a week and Dr Sandler explained that this was just bruising in the area which would take about two months to heal completely. Sure enough I was pain free after two months. It's now six months later and I'm still completely pain free. I've just recommended him to a friend of mine and would recommend him very highly to anyone with coccyx pain.