The saddle stitch is indeed perfect for leather. For cloth, it's hard to go wrong with a backstitch. I've googled the term to try to find the best illustration, and they all seem rather small to me. It can be hard to describe, but let me know if you can't get it from the illustrations you find.
The other stitch that'll come in handy is the overcast stitch, often called a "whip" stitch. You can use it for felling the seams.
Try this site for some illustrations and detailed instructions: http://www.vintagesewing.info/19th/1892-sn/sn-toc-long.html