United's start to 2014 was far from happy as the eight-match unbeaten run came to an end.
Despite Chris Porter opening the scoring, a suspect penalty paved the way for Walsall's revival in the New Year's Day offering at the Banks's Stadium.
Coady was recalled for the Blades - taking over from Murphy, who dropped to the bench. Miller also returned from a dead leg to be amongst the substitutes, replacing Taylor.
It was quickly evident that Clough had opted for a 3-5-2 system. Hill, Collins and Maguire were the central defenders, McMahon and Flynn occupying wing-back roles. The Blades began well but the first two opportunities fell to the home side - a through ball looked to have put Hewitt in the clear but Maguire made a timely block and then Baxendale volleyed wide after a couple of crosses into the box.
The chances apart, United made a better start and Porter was prominent, heading wide and then having a shot blocked from McMahon's cross - but the big striker was not to be denied on 17 minutes. From the left channel, McGinn picked out PORTER, who opened up his body before confidently dispatching the ball into the top corner, hitting the stanchion, before he set off to celebrate in front of the travelling Unitedites.
McMahon chipped over after good work from Flynn but Walsall hit back. Despite United being disciplined out of possession, Adam Chambers headed wide a Baxendale corner and Sawyers hammered wide.
Before the break, Baxter and Porter picked up knocks but continued and, no doubt, received further treatment at the interval before returning for the second half.
Walsall, who introduced a striker at the interval, began with renewed vigour after the break. James Chambers burst into the box but his cross failed to find a home shirt and moments after Saddlers boss Smith enquired about a push in the penalty area, Walsall were awarded a spot-kick for an alleged push when Butler fell. Substitute WESTCARR placed home the penalty, sending Long the wrong way.
United's response was a long-range Baxter effort, which was batted away by goalkeeper O'Donnell before Walsall went ahead with their next move. Mantom and Sawyers exchanged passes on the edge of the box which enabled James CHAMBERS to slip through the defence and slide the ball between Long's legs.
Walsall were on top in the second half prompting Clough into a double change on 68 minutes, introducing Murphy and Miller for McGinn and Baxter. The next chance fell to Miller but he shot across goal and wide after Porter's lay-off.
As the final 15 minutes approached, and the rain began to fall once more, United got back on the offensive, although a break with Sawyers prominent saw Gray waste the chance to wrap up the points. Miller sliced another effort wide and Long pushed away from Lalkovic at the other end.
Ex-Saddler Brandy replaced Flynn for the closing minutes but ex-Blade Taylor went close to making it 3-1 with a long-range effort which was just wide.
With time running out Coady clipped an effort wide and a Maguire header from McMahon's free-kick was held by O'Donnell. In injury-time Miller shot wide from a Hill delivery but it proved to be the last chance at the unbeaten run came to an end.
Walsall: O'Donnell, Taylor, Butler, A. Chambers, Mantom, Lalkovic (Hemmings 84), Downing, J. Chambers, Baxendale (Westcarr 45), Hewitt (Gray 77), Sawyers.
Unused: Purkiss, Featherstone, Lewis, Benning.
Blades: Long, Maguire, Hill, Flynn (Brandy 84), Doyle, Porter, Baxter (Miller 68), McGinn (Murphy 68), Collins, Coady, McMahon.
Unused: Howard, Cuvelier, Lappin, Kennedy.