Kevin,
did you ever decide on an exterior finish?
if you're looking for something dark but simple, mixing roof tar into boiled linseed oil makes a simple stain. Adding turpentine will help it penetrate, and depending on how dark you want it you just add more or less tar. (This is an old technique, and I've also seen it described as using gasoline to dissolve the asphalt/tar, but I'm not that into those fumes)
another option if you like the silver gray look of old, weathered, white oak without the damage to the wood is to make a 2% (by volume) solution of iron sulfite with water, let it dry, then brush on boiled linseed oil or other oil based sealer.
great project!