I agree with House Mouse, but only IF you are willing to be as diligent
as him about cleaning and re-treating each year. I used Thompsons for
years while in an older home, and it just doesn't last more than a year
(at best, no matter what the can says), at least not someplace that has
significant rainfall.

If you aren't ready to clean and re-treat each year, I think your best
longevity comes from the opaque or semi-opaque stains. Consumer reports
has done a lot of researching stains, so take a look at their stuff
before deciding. I used a Behr Plus 10 stain that has done very well,
but even that requires touch-ups each year (I think more because of
poor surface prep than because of the stain itself, though).