Good question Ray
When not using CA (which is becoming more often these days) I use acrylic or melamine lacquer (liquid not spray) applied with the lathe running, buffed with burnishing cream or Farecla and given a coat of microcrystalline wax. You can also use something like this which combines the burnishing and waxing in one operation.
I have also been trying Craftcoat from Vince and I can get a good finish with it but not sure about its longevity yet.
Drechseln and Mehr pen finish gives a durable finish but it is not high gloss.
