Theres quite a few video tutorials on youtube as theres so many ways to do it.

The one I did currenty as budgets tight is an off the shelf stain with a Wax sealer that should come up nice, that was simply strip the wood and very lightly sand to make sure the pores are open, I also used a filler matched to the wood type which in this case was Beech to fill in any dings and sanded so things blended nicely.
The Stain required an alcohol wipe down and then it was two coats, wet and dry with high grits to make sure things are smooth, then two more coats and a light going over again with high grit.
Wax is currently being applied, the stuff I've got is a Paste that you liberally apply and allow 4 hours to set before buffing back, there will be a few rounds of this until there is a deep satin sheen.