Legs
Stitch up legs with 1/2 cm (1/4") seam allowance (draw a line if necessary); you'll need to go a stitch or two past the end of the cut.
Leave the tail of thread at end of each leg; you'll need it after the legs are done.
I have always used a running stitch for the legs and body in the past. However, I sew very small running stitches, 2-3 mm (2 or 3/32") long at most, and loading several stitches onto the needle before pulling the needle through (for speedy sewing).
Back stitch has been suggested by an experienced needlewoman as a very good stitch here, and now that I'm thinking about it has the advantage of being more secure in case of the thread snapping, as the seam is less likely to unravel. I will probably be switching to that in future.