There are many sewing techniques out there (see List of sewing stitches). Many mass produced straps, even those that can be found on expensive watches, are sewn by machine - using the so called lockstitch. Though lock stitching by machine can produce stitching up to 100 times faster than saddle stitching, the stiches are inherently weaker since the individual threads essentially stay on one side of the joined layers. If a machine sewn stitch gets cut or torn it can quickly result in the complete unravelling of the stitching of the strap. I sew my straps by hand using the saddle stitch sewing technique, which is also known as the double stitch. The saddle stitch, as the name implies, has been traditionally used by saddle makers for decades. The process involves sewing the leather with two needles simultaneously where the first stitch is the main stitch, and the second locks the first stitch in place. Saddle stitch produces joints with unmatched strength, quality and consistency which means if any stitch were to be cut, the rip would not spread.
My straps, being hand made, are stitched only by saddle stitch. Some people prefer straight stitches, others zig-zag stitches. I do both, even though personally I prefer the latter as I find it more traditional and aesthetic. The choice is, of course, a matter of personal taste and has no impact on the durability or strength of the stitch itself.