I recently started making scales from wood and, as I haven't done this sort of stuff at all before, need to know what to finish it with.

So far I know of the cyanoacrylate finishing that gives it that nice glossy look. I had some CA around so, this is the one I'm trying at the moment; but, I was wondering what else you guys recommend for finishing/protecting/polishing/whatevering woods?

I've been poking around the finishing category of the Lee Valley tool website, and they seem to have various finishes. I'll probably get one, but I just don't know exactly what the results are like, so I am yet undecided.
From the descriptions, the Tung oil sounds nice. Is it? Also, there are 3 different types, which one would be best?
Also the Polymer coating sounds neat too. Sounds like it would leave a finish similar to that of CA. 1L is more than I need though, and a little pricey.