I broke my tail bone last fall on a hard landing. Then three weeks later I landed badly again. (I know, I know....bad me)
Whatever you do, don't fall on it again!
The first time hurt like hell, but it was beareable(ish). The second time I was begging my bf to shoot me and put me out of my misery. I couldn't breath without causing myself excruciating pain, and no amount of pain killers put a dent in it.
I agree with Weegegirl, there's not a whole lot of point in going to a Dr. I got a bit loopy after the second time so they took me to the hospital. After 3 hours and lots of X-rays, they didn't even give me any good drugs and sent me on my way. The X-ray guy told me stories about all the suspicious things he'd found in people though...
The rubber donuts work the best. The bigger the hole, the better from my experience. The foamy ones hurt, the hole doesn't seem to be in the right spot. When it's really bugging me I take an anti-inflamitory pain reliever.
I also find that doing some simple leg stretches every day on the floor allows me to sit for longer periods of time when I'm at work. At first it was tough to find a position on the floor that didn't hurt.
We have a C182 at my DZ. On rides to altitude I have to take donut with me or I'd never make it. I put an extra seat belt through him so he doesn't fall out of the plane.
Needless to say, all the other jumpers laugh at me