I didn't have anything suitable to use for the saddle bags at home so I started checking thrift stores. My dog is clownish, so I selected two multi-colored purses with pictures of cats and makeup on them. The two purses cost me $7.
You will need two bags of similar size. Good qualities to look for while you search:
Waterproof Rating (dogs are not careful about crossing creeks)
Length (should be similar to the distance between the neck strap and waist strap)
Height (use common sense)
Don't expect to use what you find as-is. Modify the bags as necessary.
Attach the saddle bags to the harness, sewing to the chest strap and the waist strap on each side of the center strap.