For a mid to late 18th Cent target gun, I'll sand and fill the grain..probably a walnut stock, too. For a military, I'll just sand it, and soak it in linseed oil.
For a 1800 and earlier era stock, I'll use predominantly maple, and use aqua fortis to stain, and scrape for a finish. no sand paper. For an aged gun, a softening and burnishing with a scrubbing of scotch-brite, burlap then kraft paper does the trick for me.
So the answer you wish depends on the period stock you are making, and what level of aging you desire.