Really shiny can mean REALLY slippery... not always a good idea
Otherwise - melt a bar of saddle soap into a pint of full fat milk. Allow to solidify and use as normal - shiny tack a go go
or Coachaline (sp?) used to be great - but gave you orange jods
I agree that a really shiny sadles look stunning, but please please be careful what you use as most products, in order to get the shine, will just coat the surface of the saddle leaving a very slippery film on it which is bad news for the rider... I have seen many a proud PC rider slide off their saddle because of excess use!
Unfortunately, the best way (so i was always told by my old RS owner) was your first option - ie elbow grease!!! We were told to wring the sponge out til almost dry really and then get a lot of saddle soap and really massage/rub it in to get the nice shine. It does work and if you do a few coats then you end up with a really nice shiny saddle! If on an older saddle I wanted a shine though I would also use some boot polish just on the pommel and cantel (after all they're the only bits really seen). Do NOT put on the seat of the saddle unless you do a really good job at getting it offf or you'll just end up (a) sliding all over and (b) with polish all over your jodhs!
I've just discovered Patent Shine For All Leather by Groom Away. Use it on both my saddle and bridle after cleaning. When you first apply it, the leather does feel a little sticky, but once it dries it's fine and leaves a lovely shine that lasts for several days!!!
Thanks for all your advice, it is only for show not to be used. Basically it's my best friends mares saddle, she lost her two weeks ago at the age of 37 and I wanted to clean her saddle up a bit so she's got it as a momento. I've already made a start and got it looking pretty nice but would like it to be as shiny as possible xx