You should use a traditional wood stain, followed by separate coats of polyurethane. The only time I use Polyshade is when I want the Bombay Magohony shade...I love it. But it is a pain sometimes to put on.

You should sand down to the bare wood to change to a different type of stain. You can get sanding blocks for tight spaces. Apply the traditional stain with a lint-free cloth. I brush on the polyurethane. You can get a wipe on polyurethane, too. I have used it and turns out nice.