I did a saddle tank for a Sweet Pea loco, brass, with copper ends. I tinned all the joints, clamped it all together, and tried to solder it using ordinary plumbing solder (lead based). It was the hardest job of the whole locomotive build (the boiler was bought in). As I soldered one seam, another would open up. I managed it eventually, but Duncans idea sounds the best way. I would also use plenty of rivets to try and keep the seams together. It would be a lot easier to just rivet//bolt it all together, then use some sort of tank sealant, say Petseal. If it can cope with petrol, water in a saddle tank should be no problem. Good luck whatever way you do it.
John.