You can get a nicer look to Trex by taking a buffer pad and some rubbing compound to it. The composite deck material has to have the color all the way through. I have some pics I'll post up later.
I recently put down some new oak floors in my house. I used a finish called waterlox. It's a tung oil finish. I guess tung oil was used centuries ago by the chinese to waterproof their ships. I have a small sample packet of their marine finish I'm going to try on some keels. I just use whatever hardwood scraps I can get from my job. Mostly oak and maple and ocassionaly get some more exotic woods from time to time.