If you’re installing an icemaker or a reverse osmosis filtration system, forget about using a traditional saddle tee valve. They clog and leak, and they’re almost impossible to shut off completely after several years of use.
Instead, install a sweat or compression tee with a 1/4-in. shutoff valve. Tees and shutoffs are available for copper, PEX, steel or CPVC, some with integral shutoffs like the unit shown here, which comes with compression fittings and a ball valve (available from Sioux Chief )
Shut off the water and cut the copper tubing. Assemble the compression nuts and ferrules on the tee. Angle the tubing out to install the unit. You can also install a standard tee fitting with a separate shutoff valve. Then connect the icemaker or filter. Make an access panel if you enclose the wall.