Wood stains that contain epoxy are one option for getting a shine on your deck. The epoxy is mixed right in with the stain, but the product must be put on smoothly or you will see ridges.
A penetrating sealer is best to maintain longevity. Some products, while looking good at the start, only gloss over the top and soon wear out. For best results, prep your deck properly before putting on a penetrating sealer and choose a quality sealer.
Satin, semi-gloss, and high or clear glosses are the choices available in polyurethane. It should be applied after the stain is dry and comes in both liquid and spray. For a higher gloss after drying, apply a second coat.