I broke mine in 1997 in one of my more 'dramatic' seizures. At the time, my pride was crushed but my butt really hurt. I still deal with this, however, it gets better.
During my cycle it will swell up a LOT, that's one downside.
I dealt with the pain and did some physical therapy but it never fully healed. I ended up with hip bursitis (I sat leaning to avoid the lower back pain and put pressure on my hip) and sciatica as a result of the actual injury.
I read a lot on surgery (they remove the tip/coccyx I believe) and the risks were much higher than the rewards. Plus, getting trigger points and nerve blocks aren't as invasive. I've been getting both for around 4 years and 2 weeks after my first cortisone injection was the first time in my life I walked around pain free. Walking, standing and sitting all caused pain and swelling. I will praise those shots until the day I go.
The downside is you can only have so many a year 3-4 I think. Mine last 9-12 months, sometimes longer. The duration varies by person. However, if you find a fracture (and even if you don't have one, chances of feeling this a while are high) - give it time to settle before you look into physical medicine (injections).
Cortisone injections aren't bad, they actually numb the area first now (they didn't back in the day). Nerve blocks still make me cower.
Oh, try to get Lidoderm patches if your insurance will cover them. They are like big stickers you can put on your butt (or whatever area hurts) and it numbs it! Best thing since sliced bread, I tell ya.