Help!

We just spend a good amount of money on a cedar pergola to replace the one that was there before.... (I don't think it was cedar)... anyways, we live in Southwest Florida and we have extreme heat and rain to deal with during summers... the pergola has been built approximately one month now, and we still haven't stained it.... mainly because of confusion on what to use on it... we want to use a semi-transparent stain, in a darker richer color.... there are so many different types of stains (with oils, without, etc...)... I'm hoping you might able to send me some suggestions on the best way to treat and paint our pergola for ultimate protection!!! Thanks for your help!

Rina