From what I remember reading on the topic, the indians usually used buffallo sinew for strings just because of it's length (didn't need to be braided together) over shorter length deer sinew.I'm sure in a pinch, or if buffallo wasn't available, they'd useany sinew they could get. Europeans probably used sinew from livestock on thier bows.

You may want to try artificial sinew from a leather works store for your first go at making a string. It will give you a good feel for making the string and be time and cost saving.