BigMatt, the best suggestion I can give you is to go to the Dyes, Antiques...subsection of the forums, and start searching, reading and then start making up sample pieces to try various techniques ro find what works best for you.
I apply the dye, heavily, with a thin sponge and let it sit for 24 hours. Others dip-dye their work. Then I buff the heck out of it. Next, I apply neatsfoot oil, let it sit for 24 hrs and buff the heck out of it again. In terms of a finish and/or conditioners - again, read and try some. There are lots of different options and you are just going to have to experiment to find something you are comfortable with.