Adeodato correctly points out that building under a Sarge chroot, and expecting the package to work on Sid, might not always work mainly because of ABI changes and similar changes. Thus, I am forced to clarify this a little.
Generally, the binaries in the packages we produce do not dynamically link to anything other than libc6, libstdc++5 (yes, 5, not 6) or some internal libraries, so we don't have to worry about ABI changes, at least, not yet.
So, a disclaimer is in order: unless you know what you're doing, you probably are better off building packages for each of the supported Debian distros.
Thanks Adeodato for the heads-up.
 unless your package is a special case
 or, better said, in most cases
udate: fixed the link to dato's post