For stitching I prefer industrial sewing machines and upholstery thread. It works great for the projects I've worked on so far that have required stitching more than 2 layers of leather together.
If an industrial sewing machine isn't available, use a sewing awl. While using a sewing awl, waxed thread typically works best. The stitching for this is going to be wider and a bit more noticeable, but it holds together wonderfully. These are also handy if you want to work on small or odd shaped items, or something away from your normal work station.