Hi Dave,
It's pretty much a question of personal preference. But, there's a plethora of choice out there. Have a look at some of the member's builds for various options. It will be a while before you are going to need to stain/varnish anything, other than playing around with the odd cannon or anchor. Some people prefer natural wood finish, others paint or stain. But once you've decided on a stain shade or varnish finish (matt, satin or gloss), then any quality manufacturer will be fine.