either lexol wipes or spray!
I use the effax speedy leather shine, which doesn't require a rag
Damp a cloth with warm water and wipe your saddle with that and then I like to go in with leather conditioner on the saddle. I do this to all my leather products (ie: paddock boots, half chaps, etc.)
If it's a synthetic saddle, a damp sponge. If it's leather, Dover sells Lexol leather condition wipes :)