I recently finished a pine stand and canopy.
I used the following products for the exterior: MINWAX Pre-Stain Wood Conditioner (It helps soft woods stain evenly), MINWAX PolyShades (Stain and Polyurethane in 1 step). If you lightly sand inbetween the PolyShades coats, you get a mirror finish (I used six coats).
If you are going to have a sump or fuge in the stand you should finish the interior also. For the interior I used one coat of MINWAX Polyurethane (to seal the grain), Rust-Oleum Marine Coatings Primer (1 coat), and Rust-Oleum Marine Coatings Topside Paint ((three coats, lightly sanding inbetween each coat) It has good UV protection and can stand up to the metal halides)). After the primer, I used paintable silicone/latex caulk to seal the seams inside the stand and canopy. It came out very nice. Oh I used Honey Pine Satin 310 as the tint to the Polyshades.
Make sure you spend the extra money and get a good quality brush or you will get bristles from the brush stuck in the finish.
Hope my 2 cents help.