From years of doing things wrong so you don't have to...
When using Birchwood Casey's Plum Brown, make sure your parts are clean and sanitized of all fingerprints and oils. This usually means rubbing it down with alcohol, rinsing it under water, then pouring alcohol on it again and letting it evaporate off. Heat everything in the oven to 500 degrees. Hold your parts with oven mitts or tongs, and
rub the solution on with a clean cotton towel dabbed in the solution. Rub it pretty
aggressively until it looks uniform and/or the sizzling stops. Usually, two coats is all that's needed. Anything beyond that is probably a waste of the solution.
Black axle grease is the best way to cover up mistakes in wood fitment or inlays, and it keeps metal from oxidizing in hard to reach areas, such as beneath buttplates, etc. I apply it to all mating surfaces on reassembly, and then wipe away the excess that gets squeezed out when you screw everything down. Helps pad out rattling parts too. Generally discourages moisture. Treat it like a seal.
When polishing raw steel, start with 80 grit sandpaper. Work up to 100, 220, etc. until you get it as mirrored as you like. The idea is to scratch your entire surface with finer and finer scratches until they become uniform. You can go up to like 2000 grit if you want, but in my experience anything above about 440 is enough to be finished off with steel wool. 0000 wool should be your final level. Wet sanding for all steps is helpful if possible.
I always try to use spirit (alcohol) based wood stains. They penetrate the deepest and dry out the cleanest, both beneficial things if using a linseed oil finish. I spill a bit of stain into a paper towel and use that to apply, wiping it down in the direction of the wood grain. If you are using an oil or water-based stain, you can wipe the stain away at the same time you are applying it, which can give you a lot more control of how deep a shade you want, or can add a weathered appearance. But spirit stuff basically dries instantly, so be sure you like it before you commit. Try it on an unexposed piece first, i.e. beneath a buttplate or on the inside of a foregrip.
If using Laurel Mountain Forge's Barrel Browning solution, take my word you will see almost no results until you place the part in a humid environment to induce flash rusting. Hang your coated part from the shower rod using baling wire, run the shower as hot as it'll go, then close the door and leave the bathroom fan OFF. Come back in 10 minutes and the mirrors will be fogged up. That'll let the solution do it's work best. When you like it, stop it oxidizing further by rubbing or (ideally) soaking the part in motor oil.
If you want to stain stripped or new untreated wood, do a pass with a heat gun, hair dryer, or holding it carefully over the stove top. This will cause any finger oils to rise to the surface of the wood, where they can be wiped off. In theory this helps to eliminate spots in staining and makes for uniform coverage. Wear gloves to prevent getting it dirty again. Then soak it in alcohol, rub it dry with a clean towel, then soak it in alcohol again and let it evaporate dry. Then stain.
If you want to tarnish shiny brass, remove any sealant on the parts by soaking them in acetone (alternatively, scrubbing parts with green dish soap is also supposed to remove varnish, but YMMV). Then, fill the bottom of a tupperware or lidded bucket with about a half inch of vinegar. You want the vapors inside the container to engulf your part, so you'll need to suspend your parts above the vinegar without letting them contact the liquid. You can suspend them from the lid if you're clever enough, but what I usually do is take a chunk of 2x4 and make an "island" in the sea of vinegar and put my parts face-up on it. Let sit overnight or two. You may have to pause to buff off some deposits in the middle of the process to avoid patchiness. There are other methods, but I like this one because it leaves the brass with a brownish gingerbread color.
Boiled Linseed Oil is my preferred wood finish. The idea is that you are saturating the wood with oil to keep it preserved, as opposed to coating it with a protective film which can become damaged or go bad. Plus it is a very organic way to show off the natural grain of the wood instead of painting over it with poly. Start with a thin coat and rub it in by the palm of your hand until you see it start to soak into the wood. Sometimes enough rubbing to generate heat. Give it an hour and then do another thin coat. Then you can start doing thicker coats (painting it on) and wipe off the excess after letting it sit for a few hours. Towards the end of the process I like to let coats sit overnight. You can buff with steel wool between coats to get a more polished look. If doing a stock with the buttplate taken off, you can see how far the stuff has soaked in by looking at the cross-section. You want it to get to the center of the wood. Eventually, it'll stop taking any more. An old adage says to apply a coat a day for a week, a coat a week for a month, a coat a month for a year, then a coat every year for life. Personally, I've usually stopped after the first week.
If you want to make wood look old (especially on military rifles) take a few whacks at it with a dull screwdriver or the handle end of a hammer, etc. to get some little divots and scratches in it. Do this before applying any stain or finish, and the stain will sink in the low spots to add some "shade". If you want even more character, spray a coat of flat black spraypaint over your finished wood, misting lightly from a distance of 3 or 4 feet. Then, knock the paint off gently with steel wool. The black will come off the raised spots, but remain in the crevices and grain of the wood, mimicking the look of older furniture.
