That is the trade off exactly. If you use one that is a little more liquid, like Eco-Flo hi-lite stain, it goes on with a dauber and I wipe it immediately with a folded paper towel and it highlights the impressions and stamping nicely. I also use it as a light stain sometimes. To me, it seems to be a little more permanent so you want to wipe it off quickly or the color will really set into the leather and darken your staining if you have some. I like the Briar Brown.
On the last sheath I made I had stamped the front and stained it with an Oxblood stain, then did a quick wipe on and wipe off with the Eco-Flo and it colored the impressions nicely without darkening the rest very much. On the back the leather was smooth except for my maker's stamp. I wiped on the eco-flo and let it set for a couple minutes before wiping it off and it gave the leather a nice color that contrasted with the dark oxblood front and really darkened the maker's stamp to make it pop. Pick up a few different antiques and hi-lites and do some playing around with them. I think you will like using them and figure out what works best for you with some trial and error.