A saddle stitch is appropriate for small booklets and, in general, for volumes with only a few pages. Most magazines that are not glued are saddle stitched: that is, they are held together by staples that run through the gutter. Once the pages are aligned and in the right order, this type of binding is quite straightforward. Staplers with extremely long jaws, designed specifically for saddle stitching, are available in office supply stores. Some photocopiers produce saddle-stitched volumes automatically.
If neither of these options is readily available, an improvised saddle stitch can be accomplished by using an ordinary stapler in "tacking" mode. This usually requires swinging the anvil away from the bottom, or detaching the lower jaw of the stapler. The working surface should be reasonably soft and durable, such as carpeting or a cork board. Staples can be driven through the centerline of the pages to be bound, and then bent down individually using the cap of a pen.
Saddle stitching can also be done to the individual codex, using a needle and thread, as part of the process of binding them together into a larger book.