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On most untreated wood fences, there is no need to sand before treating. You typically only need to sand if there’s an old coat of paint or stain on your fence. If you do need to sand off a previous paint or protective coating (like an old stain or sealant), use medium-grit sandpaper.

Applying a sealer or topcoat after staining wood is highly recommended, though not always strictly required. A sealer protects the wood from moisture, UV rays, and weather-related issues, which is especially important for outdoor surfaces like decks and fences. It also enhances the stain's durability, prevents fading over time, and gives the wood a cleaner, more professional-looking finish. For some indoor applications, a sealer may not be necessary, depending on the type of stain used and the level of protection needed. It's always best to check the stain manufacturer's recommendations and consider the wood's intended use and exposure when deciding whether to apply a sealer.

Yes, you can and should paint or stain pressure-treated wood, as this helps prevent the surface from cracking. However, it is crucial to wait for the wood to dry out completely from the chemical treatment process before applying a finish. If the wood is still wet, the paint will not adhere properly. The drying time can range from weeks to six months. To test if the wood is ready, drip some water onto a board. If the water is absorbed, the wood is dry enough for painting or staining. If the water beads up on the surface, it needs more time to dry. You can build with the wood while it's still wet, but you must wait for it to dry before painting.

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.