I use a memory foam office chair from Costco. Its pretty fantastic: I tried to find a link for the product on the Costco website although it looks like they don't carry it anymore.
Nice pictures of the chairs, more can be seen in the following thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=43661
Some people say the Aeron sucks. I've seen quite a few Herman Miller Aeron review sites that say it's not as good as its popularity would lead you to believe. I see those chairs all over tv, though. They're on sitcoms, in commercials, etc.
I use a wooden chair, on wheels, it also rocks. It does not lean back easily, unlike many executive chairs. I want to be alert. Dream chair would be Aeron A. That Recaro looks sweet, I have looked at them for a car but need to sit in them first prior to buying. I need to travel several states for a sit... Another great alternative for a change of pace is those chair where one can kneel as you sit on the butt, adjustable angles. Mine was like 2o bucks years ago.
Best type of chair I have found so far for trading is a stiff back, wooden chair. It forces me to sit up straight as opposed to slouching back like you do in those reclining chairs often found at work desks. The only drawback is the viewing angle on a stacked-monitor desk stand. The straightback sitting position also has me paying attention better to what I should be during trading hours. But that's just me.