All wood decks will require staining to preserve the wood from weather damage. Use a high quality oil based stain such as Wood Defender. This will absorb into the wood to prevent it from drying out and cracking. Water based stains are not as durable and sealers do not protect the deck from UV damage. There are a variety of colors of solid and semi-transparent stain available. The darker the color the better the UV protection.
You will probably find a lot of mixed advice about when and how often to stain your deck. We recommend that you stain your deck as soon as it is completed and every few years afterwards as needed. Each gallon will cover approximately 150 square feet of flooring. Railing surfaces will require significantly more stain. Follow the manufacturer's application instructions. You may need to use a wood stripper to remove the existing layer of stain before reapplying although some stain products allow you to recoat.
Make sure your deck is clean before you begin staining. Also sand down any rough areas with sand paper. Remove all furniture, grills and objects from the deck before starting. It will take the stain several hours to dry so do not apply the stain when rain is in the forecast. Stain should be applied in 50-90 F degree temperatures. Cover the house siding, doors, windows, bushes and air conditioning units with drop clothes 3' above and below the deck to prevent them from being splattered. Stir the stain before using and if you are using multiple cans be sure to mix them in a 25 gallon bucket for color consistency. You can use a brush with a paint tray or a pump sprayer to apply the stain. In either case try to apply the stain evenly and avoid dripping or puddles. Keep your coats thin. Paint all surfaces including the ends of the boards. Use a bristle or sponge brush for hard to reach areas such as in between rail balusters.