There are two factors at work when you play that contribute to calluses: the amount of force you have to put on a string to fret a note (and it's a combination of string tension and string height that determines how much force you have to use) and the abrasive surface of the string (the thicker the string the more surface area it has rubbing against your finger tips, wearing them down).
You can adjust these parameters to some degree, but really there's not a whole lot you can do to avoid the callus build-up completely. At some point, yea, you'll just have to play through the buildup phase.
I'll argue that string tension and string height are the biggest contributing factors to sore finger tips. So how do you tackle those two variables?
Make sure your guitar is setup properly for the string gauge you use. Take it to a shop, tell them what brand and what gauge you like to use, and have them set it up for the lowest possible action. Then, whenever you change your strings, be certain to use the exact same brand and gauge you told the shop to use. This will ensure the setup stays consistent for as long as possible. A guitar, set up properly with low action, will require minimal downward force to fret a note. Less force, less pain.
Switch to a lighter string gauge. This both lower the tension on the strings and the surface area. As light as you can stand without feeling like your tone is suffering or you're breaking strings frequently. A switch to lighter gauge strings might need to be done in concert with a setup as the guitar's setup will shift if you change the string gauge you're using.
Drop your tuning. There are limits to how far you can drop your open string tuning before you need to increase the string gauge to keep a proper amount of tension on your strings. But most guitars will tolerate a half step drop in tuning (from low to high that would be: Eb Ab Db Gb Bb Eb on your open strings) without requiring much in the way of a setup tweak or a string gauge change. You can even try a full step drop in tuning (D G C F A D) -- your guitar might tolerate it without a setup.
If none of the above approaches work for you, you could switch to a style of guitar that naturally has strings that are under less tension: guitars that sport nylon strings intended for classical or flamenco styles.