For beginners, I would recommend roller and brush combo. Rollers are a great way to apply wood stains because of how quickly they can be applied.
When you have hard-to-reach regions, however, employing rollers might be a drawback. If you're going to apply your stain using a roller, make sure you have a brush on hand for those hard-to-reach regions.
It's also possible to use a sprayer to apply the stain. If you're going to use a spray, make sure it's on low pressure and that you're staying near to the wood. Sprayers are fast and can apply stain to narrow locations; however, one of the major drawbacks of utilizing one is overspray. Make sure to protect all the surrounding items from the over-spray.