Now that you finish
building your stairway, it's time to talk about the finish. The last
thing in the world you need is a slippery stairway and if you're
planning on staining the stairs, something like this could be a problem.
There are different types of stains that you can use and I would recommend contacting your local home improvement center, lumber yard or paint supply store, for more information.
Whether you're planning on painting or staining your stairway, most of the time and I'm going to say most of the time, liberally, because every once in awhile you're going to run into someone who really doesn't know what they are talking about.
Look at it like this, a paint supply store in Texas might not have the best advice, for someone living in Alaska. This is why you need to talk to someone in your area, someone who understands your climate and has products that will solve your problems, not add to them, in the future.
If you find a stain that you want to use, but it could create slippery stairs, then you should look into installing some type of non-slip or skid resistance materials on your stair treads, for safety.
You can always contact some local painting contractors, for more advice also. These are the people who use the products and usually no what's going to work best.