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Wet-sanding and dry-sanding each have pros and cons. Dry-sanding is less messy, so it’s a good option if you’re trying to minimize dust (for example, if you’re sanding an occupied home or working with particularly dry or dusty drywall mud). However, dry-sanding is quicker because you don’t have to keep rinsing a sponge or wait for it to dry before painting.

Yes, you can and should paint or stain pressure-treated wood to help prevent the boards from cracking. However, you must wait for the wood to dry out completely before applying any finish. Freshly treated wood can take weeks or even months to dry; a common recommendation is to wait three to six months. To check if the wood is ready, perform a simple water test: drip some water onto the surface. If the water beads up, the wood is still too wet and needs more time to dry. If the wood absorbs the water, it is dry enough to be painted or stained. You can proceed with building your deck or fence while the wood is still wet, but you will need to wait to apply the paint or stain.

It is definitely worth sanding a deck to ensure the wood absorbs new stain. Sanding a deck removes the outer layers of aging wood, allowing the stain to penetrate. It also gives a fresh look to the entire surface as part of the deck refinishing process. Without sanding, your stain or sealant is less likely to absorb into the wood. While sanding a deck is a time-intensive project, the rewards are noticeable and long-lasting.

Whether to brush or roll stain on wood depends on the project and your preference. Brushing is ideal for smaller, intricate areas and offers more control over the application, ensuring thorough coverage and penetration into the wood's grain. 

Conversely, rolling is efficient for more extensive, flat surfaces and can save time. However, it is not always the best fit for textured or uneven wood. Some projects may benefit from combining both methods, using a brush for detail work and a roller for broader areas. Ultimately, the choice between brushing and rolling depends on the specific requirements of your staining project.