There are two main types of guitar saddles used on acoustic guitars. Cut through saddles and drop in saddles. The cut through saddle (pictured below) was the type of saddle used on pre-war guitars. These saddles run out wider on the bridge and go in flush to the bridge on the edges.
A drop in saddle (pictured below) started to be used on Martin guitars sometime in the 1950's so that guitar set up could be much easier. This type of saddle is simply held in by the pressure of the strings and like the name drops right in to the slot cut on the bridge of the guitar. These types of saddles are much easier to lower the action on because you can simply take off the strings, take out the saddle, and sand the saddle down some to the desired height.
There are some people who believe a cut through saddle can give the guitar more volume because in has more surface area connecting to the bridge. After talking with Richard Hoover of Santa Cruz guitars, the people at Bourgeouis Guitars, and the people at Collings guitars, I have come to the conclusion that there might be a bit of a tonal difference between the two, but this is probably beyond what the human ear can pick up. All three guitar makers said about the same thing as this and that the people that believe this are probably more persuaded to this opinion because this is what the Pre-War guitars had. All three makers said this is more of an aesthetic thing than a tonal influencer.
If you want a guitar that matches the specs of a Pre-War guitar, then you should get a guitar with a cut through saddle. If you want a guitar that is much easier to work on and change the action or change out the saddle, then get a guitar with a drop in saddle.