Dave,
Unless you're talking about a bunch of inletting black or something like that, I don't think it really matters. The wood will get a little "dirty" just by handling it, but a quick hit with fine sand paper or scotch brite pad just prior to staining should take care of that.
After the rifle is "in the white", and you're starting to carve, use a clean rag when holding the stock. This will cut down on the oils from your hands being transferred to the stock. To be honest, the only time I've had an issue with something like that is during the summer, when you're trying not to sweat all over the thing...
Ed
