Many women suffer from shoulder pain as well as headaches, back pain and nerve damage due to a wrong fitting bra. While 80% of your support is the band, your straps are still about 10% of the support. When wearing a properly fitted bra your straps should rest flat on your shoulders and should not dig into your shoulders.
The first thing you want to do is adjust the straps to your current bra. Its often that your straps may be to tight and just need to be adjusted for the right fit! If your straps are still digging into your shoulders then its likely that your band size is too small, go up a band size but don't forget to adjust the cups accordingly.