My stairs had never been stained but had years of dirt and grime on them. Since they weren't previously stained I didn't have to worry about stripping off the old color so I got right to business cleaning them. I used a deck wash from Thomson's to clean the wood. You spray it on, let it sit for at least five minutes (but don't let it dry!) and then hose it off. You can't get any easier than that!
The stairs still had a little mildew on the top step and some black grime on the bottom stairs so I busted out the power washer. This little baby can clean anything! After I sprayed it down the stairs went from a dark, dingy brown to the natural pine color. I let the stairs dry for a week before attempting to stain them since I wanted the color to hold.
Decks/stairs are best stained with a semi-transparent product since these types of products allow the natural grain of the wood to show through, allow the wood to naturally breathe vapor through it, and, when weathered, they are easily cleaned off and reapplied. I bought Olympic's Maximum Deck, Fence and Siding Semi-Transparent stain in Espresso from Lowe's since its penetrating oil formula is guaranteed to prevent water damage and graying for a minimum of five years. The major thing to know when staining is to apply the stain in the direction of the grain. You can use a brush, rag, sprayer or roller to apply the stain - I went with a 2" brush. I started at the top step and brushed on a thin layer of stain. After the piece of wood was complete I wiped it off gently with a cotton rag to expose the wood grain and so the stain wouldn't appear too heavy. If you don't like the look of it wiped off, just reapply. Repeat the process for the rest of the stairs. I find it easiest to get between the slats of wood first and then brush the stain over the top to cover any slop stain. After I did the steps I did the sides and any other piece of wood that would be visible. If your stain doesn't have a sealer mixed in you will likely need to apply a sealer over the top of the stain in order to ensure that rain won't ruin all your hard work!
That's all there is to it. Just remember to stain when the wood has at least 24 hours to dry and apply the stain in the direction of the wood grain.