The good old brush is best, as brushing works the stain into the wood grain and provides a deep-penetrating seal to block out moisture. Rollers are an excellent second choice when you want to work fast. Sprayers are also another option, but you have to use them at low pressure and spray close to the surface. The common drawback with rollers and sprayers is that they can’t get into hard-to-reach areas, which are no problem when using a brush.