I'm lucky in that I have maple, black walnut, and a cherry tree on my property. I've made many pipes from cherry. When I choose to stain (usually red) I use alcohol base. This type will penetrate somewhat. Test that on a scrap to evaluate the extent. I take care to use it sparingly, and rub it in. I make a point to stay away from any of the petroleum based stains, oils, or waxes.
Since you mentioned that you will be using wood from your property to fashion pipes, I should caution on the importance of seasoning (drying-out) the wood prior to carving. I got impatient with some black walnut that I gave only six months of drying-time after cutting, and got a couple of cracked bowls during break-in; lesson learned. A final tip is that once I complete the drilling and rough shaping, I now smoke them prior to final shaping/finishing. That way, I get to sample what I will be getting before commencing the more tedious part of construction.
Have fun!