Hi,
Probably not what you wanted to hear but I tried this for window boards and being unable to get a nice finish with stain we have decided to paint them. I tried different numbers of coats, tried appying with brush and cloth, etc but just couldn't get them looking nice.
A major problem I encountered was that, even though I sanded the boards until I thought they were perfect, once I applied stain all the little imperfections were highlighted as darker than well-sanded parts - tiny bumps and hollows, marks from sand paper, etc.
By the way we are going for unpainted oak doors but painted red deal door frames. I've seen this in quite a few places and it looks really good. Also painting skirting boards.