You get saddles from dungeons, but it's not really worth it to use them for pigs, because you can't control them.
Thanks to (Firefox) my post loaded late but i was gonna say hes using them to get the achievement because he said something about falling off a cliff, i don't hunt achievements anymore. i gotta be super board >>
Put the SEED as
Worstseedever
Look in the spot were the monster spawner is, in the chest should be a saddle