The best I've used is Fiebings Pro. But black is always hinky for me. Minimum of 3 coats. It takes so much dye to get it looking good. I'd use something that worked better for me, too, if'n I'd came across something I liked better.
So I asked my very smart nephew who has a degree in tree stuff (that's my country way of saying he knows stuff about forests and their applications for structural purposes, and what effects different conditions had on strength and blah blah blah) about the heat treated woods (cooked at like 350F...
1) Stain. Fiebing's Pro Dye much preferred.
2) Quick rub with cloth while still damp.
3) Condition once dry (post stitch/assembly) with Neatsfoot or Golden Mink oil. Let it dry a day.
4) Top coat with 50/50 Resolene and water for a soft/satin sheen. Straight Resolene can get pretty glossy...