Before affixing the shelves with screws you probably want to finish them. I used Minwax Wood-sheen as I had obtained a partially used bottle of it for free. I applied three coats using the instructions on the bottle.
You can use whatever finishing technique you like, just be sure to sand and finish the shelves before screwing them in.
Be sure to prep the wood before finishing!
1.Sand with fine grit paper.
2.Wipe with clean damp cloth rag to remove dust.
3. Onward to finish time!
For more finishing ideas, you may want to consult Popular Mechanics' Instructable on Wood Finishing
, read some labels of stains and finishes, or ask at a local hardware store!