You are getting good advice here. The Minwax pre-stain is a must for
Pine. Slosh it on, wipe it down and stain away.

Also, rougher grits will allow the stain to penetrate easier. Going to
320 will make it much harder to get the color to go dark enough.

I am doing a color right now that uses Minwax Puritan Pine and then I
wash over it with a dark brown glaze and wipe it off immediately. It
significanly darkens and changes the tone of the color but it gives me
to old look I want for these pieces.

I use poly, lacquer or shellac depending on the piece but it's all the
same for me.

You can see an example at
http://www.sonomaproducts.com/Househ...-Stocky-PS.htm . Make sure to
expand the picture to get a better look.