for me on every bike ride, trainer or otherwise, short of going 2 miles to the hardware store (I may start trying proper bike shorts for mega rides).
Also, if I don't shim the front wheel to level, it's not as much fun, or at least different kinds of discomfort until I get used to it.
Yes, your saddle's cushion can deteriorate over time, depending on quality of material, miles on and age of saddle, etc. Your butt is much more stationary on trainer rides, unlike in and out of the saddle when outside (at least for me). I even have a "cushier" saddle for when I put the bike on the trainer, and always wear padded bike shorts for trainer rides. I also try to make sure I do 1-2 minute "out of the saddle" intervals at least every 10 minutes to alleviate pressure and get a good cardio boost :) Like really good running shoes, a well fitted saddle is worth every penny if you plan on spending much time on your bike.
FYI, Selle SMP make amazing saddles.
+1 on the bike shorts and saddle fit.