The easiest work surface I have found is a board between two sawhorses. A chair may be too low, a table may be too high, but there is no magic requirement - whatever you find convenient. I assembled one stand using a large plastic trash can as my workbench.

I usually start with the one or two screws holding the bottom cross brace to the back legs, letting the brace hang below the back while the screws are installed.

Then I attach the spine using a couple screws into the triangular brace. A small nail may help you be sure the holes are aligned before you put in the screw - or to keep the "other end" aligned while you put in the first screw.

Once the spine and the brace are installed on the back legs, it will be stiff enough to lay on the back legs with the spine and brace pointing up so you can attach the front legs. I have done this working alone many times, but you may want a helper to balance the front while you put in the screws. I find the nail to align the holes a big help here, too.

The saddle stand can now be set on it's feet to install the two side boards that constitute the seat. Aligning the holes isn't easy, so I put one screw in until it just sticks through the first board a little bit (see the circle at the left) and can be moved into the hole. I use a small nail (see the circle on the right) to keep the other end aligned. You may want to use the nail trick to be sure the third and fourth screw holes are aligned, since the legs often twist a little bit until these screws are in place.

Breaking news... I have found it easier to start with the third and fourth screws, using the nail trick, then finish with the two screws in the picture.

I start with the front of the saddle stand on a table, and position the spine with the "head" hanging over the edge. From that position, it is fairly easy to screw the spine (with head) to the front. The brace can be screwed to the front in a similar manner. (Sorry that the inside of my shop door is so ugly... next time I will take pictures in a prettier location).

Now place the back (legs) on the table. The front with the spine and brace attached can be balanced on the back piece, now with the tail hanging over the edge. Someone to help "hold this" while you put in the screws may be useful at this step (although I normally can do this working alone in the shop).

Inverting the stand on the seats, with the head/spine/tail hanging over the edge, makes it easy to attach the seats. Using the small nail to align the holes is priceless for this step. You may need tweezers or needle nose pliers to remove the nails used to temporarily align the holes.