Stains aren't really meant as finishes. They offer some limited protection, but they are mostly intended to change the appearance of the wood.
Shellac and wax finishes, hardening oil finishes, non-hardening oil finishes, and poly all come in a ton of variety. What other creteria do you want in the finish? Appearance, application method, number of coats, time between? What environment will the finished products be in?
By minwax, do you mean their paste wax? Or do you mean the brand? Paste wax has its place, but minwax may not be a good brand choice for nicer pieces.
Paints are also a type of finish and have their place.
What do you need the finish to do?