There are various woodworking catalogs where you can order annaline dye that is sold as a powder and you mix it with water or alcohol. Much better penetration that Min Wax. Another good stain is Watco, a danish oil stain, good penetration and you use 400-600 wet-dry sandpaper to slurry it in and fill the pores. When you are done sanding and do a final wipe down you won't believe how smooth the finish is. Then add your favorite top coat or leave as it.
With the annoline dye using water to mix, naturally it will raise the grain and it doesn't fill the pores.
With the Watco some home stores only carry a few colors, so you milght have to search for a brown mahogany or a red. The medium walnut and black walnut are great for early American sxs's.
