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.