Staining Pressure treated wood

Hi, We are planning to build a deck that will have treks flooring but the joists, beams and posts will be made out of pressure treated pine. I have read/heard that pressure treated wood is much better for the joists, beams and posts than regular wood. However, I have also been told that you cannot stain pressure treated wood and that I should just use regular wood for these deck parts because the pressure treated wood will not absorb stain and that I will have to use a solid paint/stain on the pressure treated wood and then it will just peel. Does anyone have any information on this and what has been your experience and what would you recommend? I live in Park City Utah which has snow about 6 months of the year but is also a very dry place otherwise, it is up in the mountains.
Thanks!