In my experience (and with a mean commercial hat on) unless you are making the pen purely for your own satisfaction or to give as a present to a dear relative, then there are only two practical finishes.
1. Friction polish for wood (even if it does go dull in use it can soon be buffed up again)
2. Water for acrylics - with a bit of wet & dry attached.
The other finishes I've ever come across all take far too long to be cost-effective even for the hobby craft market turner, and the harder finishes - laquers, CA etc, look great in the first place but can get damaged (chipped or scratched) in use. If the pen is just an object to be looked at in a display cabinet - then fine!
Basically, I'm with Silver. Oh - except the CA bit! 
