There are many products for finishing wood, and they all work pretty well. Here are some recommendations for products that are readily available, economical, and easy to use. Just make sure to read and follow the directions on the label.

Clear, film finish:  Birchwood Casey Tru Oil, Minwax Wipe On Poly

Stain: if you want bright colors, go with an aniline dye. The liquid versions are concentrated - a little goes a long way. For most, you can use either water or alcohol. Transtint and Alumilite are popular choices. Transfast is a water soluble powder.

Good quality spray paint: Rustoleum 2X. I use their primer, solid colors, and clear coats with good results. Some of their solid colors have primer built in.

Acrylic spray paint: Montana Gold. Fun colors. They also sell a spray glitter/sparkle coat, and clear coats.

Automotive catalyzed clear, 2-part: Eastwood 2K Aero Spray.

For the back of the neck and the headstock, you can use Tru Oil and Wipe On Poly. You can also use those products on a maple fingerboard. For rosewood and other dark, exotic species - stick with boiled linseed oil, or Howard's Feed 'N Wax.

Speaking of wax, if your finish doesn't feel great to the touch, here's a trick for you. Apply a thin coat of furniture paste wax (Johnsons or Briwax) with 0000 steel wool. Let it dry to a haze and buff it out with a cotton or microfiber cloth. This is for the body only, not the back of the neck. For the back of the neck, just rub it with dry 0000 steel wool as Tim recommended.

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