Real deck stain, not "thin paint"?

My deck looks awful. I stained it a little over a year ago and much of the stain is gone already. From the looks of it, it was more of a thin paint than a stain because it didn't soak into the wood.
I'm planning on sanding the whole thing down and restaining.
So... What brands should I look for? What to avoid?
Deck is cedar and I'm located in Calgary, AB, Canada.
BTW... Is there a trick to removing BBQ grease from a wooden deck?
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Noozer wrote:

store, in any case. the guys who work there know what's up. A lighter color of penetrating stain will not last as long as a daker color so yu will want to choose a darker color this time. the darkest stains come very close to being a paint rather than stain. Tell the guys at the paint store your problem and they will be able to advise further.

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I have trouble differentiating latex stains from paint. I painted my GF's deck with Cabot acrylic and my deck with Cabot Decking Stain (oil) for an A-B comparison. Mine has done very well, no peeling and I can get 2-3 yrs without recoat. Hers peels like paint and has to be sanded, scraped and/or wire brushed every year. For years, CR said Cabot oil was the best, don't know if they still do. I personally would never use an acrylic deck stain again, based on this experience. Frank
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Noozer wrote:

for 10-15 minutes, then wash. If it is really thick and deep into the wood, you might have to do it 2 or 3 times. Same method is used to remove years of dirt and old oil from military rifle stocks. There is always some chance of warping, but that shouldn't make much difference to your decking.
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