How to sew baby sweater together

I finished my grandsons newborn sweater but I don’t know how to properly sew it together without making the seams too thick. Any suggestions?

Most seams are done by using mattress stitch.

This page has a video of it.
http://www.knittinghelp.com/videos/knitting-tips

More info here.
http://www.knitty.com/ISSUEspring04/mattress.html