Deck stain to unassembled cedar swingset?

I appreciate the expert advice on this forum. When browsing the internet for stain/sealant advice for my swingset (arriving Friday) I felt the top reviews were sponsored and not backed by solid evidence or experience. My novice level of experience lead me to reach out on a limb to ask if there is a specific oil based sealant that would be effective for my application. I can assume that they would be so similar and to follow your top reviewed products. The set calls for oil based sealant.

1. I live on the ocean in Florida. We have maximum UV and salt spray/rain exposure.

This is my main concern and I want to do it right the first time.

Thanks innadvance.