I think I have finally figured out the type of stain that I prefer. And I think I have finally figured out the best techniques. So, here are some tips and tricks.
First, the kind of stain that I buy is Minwax Water-based Wood Stain in Colonial Pine. This stain is somewhat difficult to find, but I have found it at Home Depot. It should be already mixed in that color. The color is important, because anything else will be too dark or too light, etc.
Now, how you stain depends on how distressed or "dirty" you want your craft to look. If you don't want it to look too dirty, then you will want to do a couple of coats of paint and then sand it lightly... that way the stain won't adhere to the wood as well. If you want it to look dirty, then only do one coat of paint and sand away.
This stain is premixed, but I have watered it down a little bit at times to make it go further as well as make it a little lighter.
I always wear gloves when I stain because although it is water-based, it will stick to your hands and is difficult to wash off.
I prefer to stain the sides of the wood first. Then I stain the back. Wipe any excess stain off with paper towels. Then, you will want to stain the front. Wipe the stain on with a foam brush and wipe it off with paper towels. If you don't want the stain to look too dirty, wipe it off quickly.
Always let the stain dry before hot gluing anything to make sure the glue will stick.