With out a doubt, the best way to stitch leather. This style of stitch, done by hand, out performs other stitching methods because it creates a knot at each hole. If the thread breaks somewhere, the whole thing won't unravel.
Finishing your edges is one of the fastest ways to improve the quality of your work. There are multiple ways to finish an edge, but for anything with a combined thickness of 4oz+ burnishing is a great option. Burnishing finishes an edge by heating loose fibers together through friction.
There is nothing wrong with buying pre-finished leather, but knowing how to dye your own leather is a great skill to have, especially if you want options and cannot afford buying a lot of hides.
Sure, gluing sounds simple, but doing it well is going to save you a ton of time later on. If you're looking for what kind of glues to use and the best way to keep your edges together for stitching, start here.
Skiving can be difficult, but learning this skill can really improve the look and quality of your work, especially your edges.. Skiving reduces the thickness of thickness along the edges to either help with edge turning or evening out edges varying thickness.