Have you tried different tire pressure first? They are the easiest way to change ride quality without spending much time or money.
Next would be padded (lycra) bike shorts, not only they can offer padding, but also support for your glutes muscles on the longer rides.
They may look funny, but they really help with the muscle support; still less expensive than replacement shocks.
Air shocks are generally lighter in weight (more expensive), but more difficult to tune for specific ride quality, unless the shock comes with negative air spring adjustability and some sort of damping adjustment, too. You will need a high pressure (200-300 psi) shock pump and lots of time experimenting to get the specific ride quality you desire.
Coil shocks are easier to manage, besides the basic ones with preload adjustments, ones with rebound & damping adjustments or with an external damping chamber would be even more ideal for fine tuning ride quality. Depending on how much you weigh & the suspension the bike has, the spring rate can vary.