This past spring at a driving club meeting we had a seminar on harness cleaning. The gentlemen that taught it is a second generation saddle maker and his family has developed a leather cleaning product line that I purchased that evening and have been extremely happy with! He first talked about using a knife to scrape the dried sweat off an extremely dirty harness, then using this little scrub brush that has a button to dispense the liquid saddle soap to scrub the leather clean. After that it needs to dry completely (overnight ideally) before having the oil applied with a paint brush. He suggested re-applying the oil each time it has soaked in completely, until it no longer does and wiping off the excess. There was also a "finish coat" in the package that you apply last with a cloth. It leaves a lovely shiny finish, and protects the leather. I found this summer that I could wipe off the dirt easily and get a lot of use between cleanings with this finish coat protecting it. He talked about how single step cleaners are getting some of the dirt out, but drive the rest deeper into the leather.
Anyway, myself and some friends who have been using these cleaners the last show season have been very impressed! Not sure I'm allowed to put a link, but it's called Bailey's Leather Care.