You have some choices, oil vs. water based, transparent, semi-transparent, opaque. The oil based opaque is probably the most durable, the transparent the least.
Best practice on rough timbers is to pressure wash, let dry, apply stain by roller and brush or, if a large area, spray and back-roll or brush. Opaque stains offer the most protection... clear oil based stains can lead to mildew.
Hope that helps.