I am getting into wood turning, what is the best finish to use on pens? I want the grain of the pen to show through so it still feels like wood, but I don’t want something that will need to be regularly reapplied like with cutting board finishes, I want a one and done solution. Any advice?
To keep the feel of the wood you will likely need to reapply over time. For long term ca finish is best.
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unless it’s nitrocellular lacquer. Lacquer is best. 
You’ll find everyone has their favorite. They may go by different trade names but Here is the start of a list:
shellac (often mixed with linseed oil and alchohol to make a ‘french’ polish)
CA glue
Lacquer
wax
varnishes and urethanes take way to long to dry so they don’t get used on the lathe very often.
Dare I even mention the hybrid wood-resin/wood-acrylic pens?
That’s a whole ‘nuther polishing/finishing topic.
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Savage!
I like to sand to 2000, apply 3 or 4 coats of 1# blonde shellac (fresh, sand flat between coats), then on with the Nitro Lacquer, and wet sand till it glows.
The shellac pops the grain and seals it, and gives the lacquer something to hold on to.
The CA finish is more durable, and looks great also, but it has a thicker plasticy feel to it, versus the piano-ey finish of the lacquer.
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I am ham-handed with the CA finish. Need to figure that one out.
Apply 5-7 coats, then sand and polish like an acrylic. you’ll get a nice thick glass-like coat over it.
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As others have mentioned there’s a lot of preference involved and no “perfect” answer. In my experience the two that will give what you are asking for is the Shellac+boiled linseed oil finish (easy to make your own cheaply), or lacquer.
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What Ryan said. This has been my finding as well. I’ve made a lot of pens and frankly if you plan to use the pen routinely CA is your best bet. I like these finishes, too:
https://www.rockler.com/eee-ultra-shine-woodturners-finish
https://www.rockler.com/hut-wood-finish-select-finish-type
I recommend you turn a pen or two with these and see which one you like best. The EEE is especially easy to apply and I think it looks very good.
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It’s that ‘apply’ part that is my undoing.
ahh, well let me know sometime and I’ll do a demo. Actually that reminds me, we need to kick start the Turning SIG again.
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what viscosity CA glue do you use? I have come to love ultra thin and just doing more coats (15ish) and then buffing on wheel with no sanding needed.
Thicker CA always gives me trouble going on uneven.
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The thinner the better as far as I’m concerned. It dries pretty quickly and you can apply multiple coats easy enough. Sanding and buffing is the real work. Sometimes I like a “rougher” finish and don’t sand into the “thousands”. I find 800 is a pretty good finish, however, if you really want that “glow” as @tapper says then sanding into the thousands is the way to get there.
Like it has been said many times – “It is a matter of personal preference and everyone has their favorite”
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I’ve had too many drips hit my lathe with the thin so I use medium, hit it with accelerator, wait 30 seconds, then repeat until 5-7 coats are in place. Thick CA is way too much. After its done I lightly hit the edge of the bushings with a parting tool (Since I’m usually too lazy to use the HDPE bushings), then sand from 320 to 3k, and polish with Tormek paste.
The funny thing is there is no wrong way here, its all personal preference.
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I lay paper towels down under the lathe, but I get your point. No one likes CA everywhere. : 
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agreed, its all about how it works for you.
I am assuming you like to apply the CA from the bottle? I use paper towel patches to apply the CA…lots of little smoking paper towel patches 
like painting it on but no drips so it works for me.
Paper plates (waxy kind not the cheap thin stuff) work great for protecting the bed. I have had paper towels absorb and get glued to the bed.
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I was thinking the same just the other night. It’s been really hot so I haven’t been too keen on getting out there in the garage.
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yes. I apply a bead directly from the bottle on the top of the spinning pen, and hold a small piece of paper towel on the bottom to even it out. you have to learn to move quickly or else you WILL get extremely hot paper towel stuck to your finger.
I just bought one of those huge shop fans to help keep cool. Main problem there is I get wood shavings/acrylic strings blown everywhere.
These are all great points. I too have used the power towel method. It is recommended in a lot of youtube videos. I’ve never thought about the plates. I always use “debonder” to remove anything that might get stuck, but I’m going to try the plates next time. Thanks for the tip!