Decent wood stain that actually penetrates the wood???

I have a pressure treated front porch (about 6'x20') and a cedar rear deck (12'x12') that I can NOT get looking decent.
I've tried staining them, hoping that the stain will soak into the wood and not wear like paint would do, but no luck. In less than a year the traffic patterns on both decks are very clearly evident.
I plan on sanding and doing something with them this year, but I can't decide on just what to do.
What can I do to stain the wood instead of simply coating it?
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Pressure treated wood is already saturated with chemicals so stain is not going to absorb well. Re-build the deck with mahogany.
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Staining them with what? Deck stain doesnt last long in general but Consumer Reports has had an ongoing test for maybe 8? years that will tell you what they have found to be best.
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-snip-
I'm with Edwin. If you want good looking- go to Mahogany [or Ipe]. Staining PT is like putting lipstick on a pig.
PT is functional and low-maintenance; cedar, IMO, is way too soft for a walking surface. Neither is going to look great after the first year.
I keep checking on the composition decking from recycled plastics. Nothing has impressed me yet enough to get me off my duff to do my font porch with them- so I'll probably end up with mahogany for about $4-5/bd foot.
Jim
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Doesnt mahogany need stain just as well as pt, if absorption is the issue from CCA a floor sander could remove it, but decks stains I thought just dont last.
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Calab wrote:

I've had good luck using Sikkens Cetol SRD on my PT wood deck.
Whatever stain you choose, FOLLOW THE DIRECTIONS AND DO THE PREP WORK.
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