If the wood does not have too much finish on it, you might just try removing it by soaking in some MEK (Methl Ethyl Ketone). That will remove all of the oil right down to the wood without having to sand it or anything. And it will do it quickly. Then you can stain it to darken it.
The key to applying any stain and getting an even finish is to condition the wood to open all of the pores so that the stain penetrates evenly. You can do this by just wiping it down with denatured alcohol before putting the stain on.
I personally do not care for ever staining wood, but there are some times where it is a required evil.
Connectuciut Gun offers an oil finish that has a brown stain in it. Brownells sells it.
