The following video demo from a guy in Sweden called Guldies shows us how to add whimsical stitches to a sculpt. Detailed, dimensional and authentic looking. The sculpture he creates in this video is quite wild, whimsical and colorful!
For very small stiches, you can use one of those marking wheels used for transferring sewing patterns or use the Cutter/Embosser tool shown here made by Wilton for creating stitch marks on cake fondant. It's an inexpensive plastic tool with three detachable wheels for cutting and embossing 3 different patterns (wheels store in the handle). I have one and it works great!