Oh my word Kevin! You've done it now - talk about lighting the blue touch-paper.
Finishes fall broadly into 3 categories. CA, waxed based, and acrylic or melamine based. Everyone here will have their own view on the suitability of each, and my own personal preference is for melamine.
I will justify that preference in a nutshell, before everyone else jumps in with their views, then you can make your own decision.
CA encases the wood in a synthetic "plastic" which removes the wood from being wood. It is extremely shiny and extremely plasticy, it yellows with age and is prone to blooming and chipping.
Wax of any sort will not last more than a few occasions of being handled, despite what anyone else may believe or tell you. It is the least suitable finish for a pen that I can possibly imagine.
Melamine and acrylic, if applied properly will give a shine that still keeps you in touch with the wood, and that will stand the test of time. It's as simple as that in my opinion.
I wrote a paper a while ago on on using melamine, which you can find in the thread here.
http://www.penturners.co.uk/turning-pens/18901-achieving-success-melamine-finish.html