well there's a simple way and a not so simple way.
The simple, uncomplicated way would be to use a pigment stain on the wood and then put a coat of polyurethane on top. This is the top choice of the vast majority of people who have built stands. The stains are readily available and easy to apply. The only thing I would suggest is for you to stay away from the gel stains- the results of the oil based stains are much better.
The more complicated, but still very doable option is to use dyes. This is the method that I used when I built my stand, and I really liked the way it came out. I used an Analine dye (a powder that you mix with hot water or oil) to stain the wood to the desired color- the good thing aboout dyes is that it lets the natural grain of the wood show through, whereas a stain usually will obscure all or at least most of the grain pattern. After achieving the desired color, I then put a couple coats of High Gloss Tung oil. (Now regardless of the method you choose, you will want to put a couple coats of polyurethane on the stand- this gives the finish excellent water resistance) The third step I used was to put a couple coats of Shellac on it. This served two purposes. One: It, when used in conjuction with an analine dye and tung oil or linseed oil will, to a degree, give the wood grain a 3 dimensional look. Two: Shellac acts as a natural sealer that can then be coated over by the polyurethane. Otherwise, the tung oil would not mix with the poly.
Hope that helps out a bit- do a search on some woodworking forums and get some ideas. If I were to do it all over again, I wouldn't have changed a thing.