Which ones? It could simply be a matter of your shorts do not distribute the padding in the areas you need. Shorts also may not fit correctly - are they tight enough?

Which saddles? Seriously - sometimes people recommend the wrong saddles and aren't even aware that you might need something completely different.
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What bike do you ride? What is your position like on it?

Things to consider regarding chamois cream - the cream reduces friction in the area, however some saddle sores are actually infected/inflamed hair follicles. What specifically are you experiencing? Where are the saddle sores - near your sit bones, closer to the front, etc?

I've been a cyclist for over 10 years and have had my fair share of issues with this.

For eliminating existing sores, use Quret drawing salve.
http://www.jamarklabs.com/20201-2.html
This will reduce any inflammation/swelling/pus etc.

To prevent - try using medicated acne wipes (stridex, clearasil, whatever) to cleanse the area before you ride and then again immediately after.

If you can tell me what brand/style shorts you wear and your current saddle and position I might be able to help you.