It doesn't matter really although some oils will bring out the grain a bit better. You should apply a polyurethane finish after to seal the wood.
They sell stain and poly in one. They come in water based and oil based too. Water based dries faster. It's recommended you apply a few layers.
They sell stain and poly in one. They come in water based and oil based too. Water based dries faster. It's recommended you apply a few layers.