Having prepared (see preparation article) the wood you have two options:
Stain-varnishing:
A traditional way of finishing natural wood would be to use one or two coats of Rustins Wood Dye followed by two or three coats of a clear wood finish such as Ronseal Trade Polyurethane Varnish. However a quicker solution is to apply 3 coats of Sikkens Cetol TS Interior, a good all-in-one stain varnish, which is available in a variety of natural wood colours. To apply it, use a good varnish brush, such as the Tendiko Noble. Use the 50mm brush for the skirting, doors, and frames, and a 25mm one for windows.
Painting:
If you want to paint over the wood with an opaque finish, then you have the choice of using an oil eggshell or a gloss paint. The eggshell has a slight sheen to it, whereas the gloss is very shiny. Make sure you use an undercoat.
Use a brush that is ideal for oil-based paints, such as the Tendiko Professional or Purdy Monarch. Again, use a 50mm brush for the skirting, doors and frames and a 25mm one for the windows.