Painting - staining outdoor trim

I am going to use stain on some outdoor wood and realize how little I know about stain vs. paint.

I have six 4X4 pressure treated posts supporting a roof over a deck. I want to wrap them in 1X4 smooth pine boards. The stain will not be the transparent kind, but the stuff that looks like paint (See, I don't even know what it's called. :D )

1) Should I use wood that comes pre-primed or raw wood?
2) Other than light sanding, should the wood be prepared in any way, or just start with the stain?
3) Should I stain all 6 surfaces of the wood or leave the backside raw?
4) What can I use to fill any voids at the seams? If I were using paint, I'd fill with a paintable caulk. Can I do the same with stain?

Thanks in advance.

1. Staining raw wood works best.
2. Sanding should be fine for outdoor staining.
3. If it will be exposed to the rain, do all 6 surfaces.
4. There is color caulk. You may be able to find some to match.

Hope this helps.

Thanks, Chris.