For the deeper colors, make sure the stain you use has no SEALER in it. If it does, subsequent coats will not take.
Stir the can well prior to use, and during use. Apply witha brush, and do not wipe off. If you get areas that suck, (suck up the stain before the other areas, / uneven staining, keep applying a wet coat on top of a wet coat. After the you get a uniform stain on the surface, allow to dry for about 30 minutes, then wipe off evenly.
MAKE SURE that the stain does not run down. The stain must be even.
After you apply as many coats as you plan on. Allow to dry for 24 hours or more, (in a very dry environment).
Then apply a sanding sealer. This is the easest step of all steps as there is pretty no way to do it wrong, (Actually you can by putting it on too thick. Just a nice even coating. This sealer should dry to the touch in about 15 miutes,a nd ready for sanding in about a couple of hours. Depending on the surface you are sanding, use 220 grit or finer. Be careful to not sand the sealer off and sand into the stain. (Be careful around edges). Use steel wool on rounded and hard to get at spaces.
The sealer sands out real good. It truly makes yo ulook like a professional.
You can apply a second coat of sealer if necessry.
Dust off the wood with a TACK rag, (found at home depot or other hardware store).
Application of the final coats vary on the material used and the sheen you are looking for.
If you have questions let me know and I can help.
Spraying on clear coats is an art and should only be done by those that have a bunch of experince.
Applying a clear coat does not have to be sprayed on to get a good finish. In fact, I prefer applying by hand.
Good luck
Bill B