I thought id open up a discussion around a topic that so many struggle with :) And maybe @Philip can share his experience from his latest weekender project.
I very often agonise on the strategy on how to add the lining to the bag. In case you have a zipper you usually finish the body of the bag & the lining seperately and then marry them. What i dont like though is handstitchting through lining especially on an already formed bag (compared to when you can clamp single pieces on your stitching pony or whatever you use). It can make your stitchline messy on the inside as you cant draw a stitch line also it is annoying when the bag moves around or you always have to "bend inside" the bag to see the awl coming through. Also when the lining is quite floppy it can be difficult to get the awl trough at exactly a straight line. So either you heavily glue the lining or attach a leather strap. Still you have the problem that you have to sew on an already finished bag.
Currently I am working on a backpack with a front and a back panel, gussets all around (that is split in two pieces for the upper half as I install a zipper going around the corners half way down) and welting. I have some "hidden" seams, those are connecting the bottom gusset with the front and back part and the welting. I place the nice side of the leathers together, sew and then turn it inside out.
In this case I will use an enforced leather piece as the bottom part of the lining so i can leave the lining open first and attach the lining to the zipper and the gusset before attaching it to the bag. It allows me to make a "turned egde" for the lining. It means i dont fold a nice edge on the lining but place the raw cut under the zipper, stitch and then "turn" the lining so that you can't see the seam.