Are you really talking about a stain only; i.e., just color, or are you talking about a water sealant stain? And are you considering an oil based or a water based product? When I bought this place in 2005, the gate in the first two photos had been painted, but the fence was just plain wood that had turned grey. I have a cheap Walmart Campbell-Hausfeld one quart paint spray gun, an air-compressor, and plenty of air hose. I re-painted the gate with Behr exterior latex paint and a brush (a job I hate), and I sprayed the fence with Thompson's Rustic Red Water Sealer. Of course, the Thompson's was an oil based product; had to have mineral spirits to clean up. A couple of weeks ago, I applied a clear Sherwin-Willaims Deckscape to both the fence and the gate. I used a roller on the outside (smooth) side and sprayed the inside. Spraying is so much faster and easier and the Deckscape is so much easier to work with and clean up; water based. Incidentally, they do have tinted Deckscape. And it's interesting to see water hit it now and just fall off.
The third photo is another fence on which I sprayed Thompson's Advanced Honey Gold Water Sealant, a water based product that is so much better than the original oil based Thompson's. The only problem with spraying it is to be sure to get all you want on there as you go. You'll notice in the photo that some spots are lighter than others. It dries fast and you cannot go back, even 15 minutes later, and add more with the sprayer because the dry water repellent will just cause the new spray to run down. Now a neighbor rented one of the big spray rigs and did a better job because he applied a heavier coat initially.
Incidentally, I only recently learned that Thompson's is a Sherwin-Williams company so it's made by Sherwin-Williams.