Oil Rubbed Newly Installed Windows and Doors

We are considering doing this task ourselves since 70% of our painting cost is due this labor intensive job. Has anyone ever done this and if so, what is the best product to use?
CK
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What do you want as a final result? I like to use varnish oil myself. Tried & True is a good brand of oil finishes, as is Waterlox. It is time consuming, but the results are very nice.
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