Linseed oil-based primers are considered old-fashioned, but allow an incredible amount of flexibility when it comes to what type of wood you can use them on and what kind of stain can be used on top of them. They are considered premium, high-performance products, but ones you have to work with patiently. For example, these primers often take up to 48 hours to fully dry before you can add another coat or add your stain, which will grind any construction or refinishing project to a halt. However, if you really care about the longevity of your deck and the stain you are going to be applying to it, linseed oil primers are the way to go.
Acrylic Sealing Primers
Acrylic sealing primers are commonly used primers for wood stain, as they cover imperfections on the wood and seal in tannins. Some even seal out moisture and mildew and lock in odors as well. These primers are made to be a consumer friendly primer, which gets the job done at a moderate cost, drying quickly so that the time between application of the primer and the actual stain isn't separated by more then a day. That said, what you gain in efficiency you may lose in long term quality. On more complex pieces of wood, these primers may not allow the stain to adhere as properly as it should with a high-performance linseed oil primer, causing the wood to age and need to be refurbished sooner.
Alkyd primers are solvent-based exterior primers that may be the best of both worlds between linseed oil and acrylic primers, because they dry quickly but offer some of the best protection against the elements when stain is properly applied on top of them. They can be used on just about any type of wood, but are especially good on red cedar, redwood, mahogany and fir, which are known as extractive prone wood species, or species that are very sensitive to weathering.
All these primers can be applied with a brush or with a spray, though a brush is recommended, because it allows you to ensure maximum coating and penetration into the wood itself.