Scrape, stain, (some will scrape back again then stain again), burnish, then finish in that order. Burnish after staining especially if using water-based acids that'll raise the wood fibers. Dowel rods or hickory ramrod scraps work well...deer antler if it's smooth enough. Burnishing done well makes for a sweet-looking authentic gun. Kibler has a good video out there on this.