I play Sagat. The main thing is to try to keep your opponent out with low Tiger Shots for the most part and to bait them into jumping at you. Sagat has probably the best anti-airs in the game. Trade DP into forward hard kick into Ultra does probably 350 damage alone.
The difficult bit is playing footsies with other characters. He has exceptionally slow walk speed so he's at a big disadvantage. You have to learn the range of each of your normals because you can't rely on walking back/forward to get proper range. His standing light kick cancelled into low Tiger Shot, his standing medium kick and his crouching hard punch are probably his best normals. Crouching light punch is great at close range because it's 3 frames. And forward light kick is a good way to surprise opponents (it can cancel into crouching light punch too).
The Tigher Knee is a great move because it breaks focus attacks, but you have to learn spacing, although there are some frame traps that will get you at the perfect distance for one. IIRC, the standard one is crouching light kick x 2, crouching light punch, medium Tiger Knee. That doesn't work on all characters currently, but in Ultra Tiger Knee forces stand, so it will work on everyone in future
If anyone fancies a game against a Sagat (or I'm also learning Chunners/Ryu/Rufus) my GFWL name is Laughter 7.