Well if bugs are really that big of an issue, I guess I would opt for lacquer even though that stuff stinks! Wear a mask with fresh filters and keep that mask on tight! The water based clears on the market these days are just not that good IMO so I would stay away from those. The other bonus to using lacquer is that it is very easy to spray for someone who doesn't have much experience with a sprayer....but man does it stink!
What I do with a stain package is stain as much of the loose trim as I can before install....crown, chair, base, casing, etc. Then after the carpenters are outta there, I'll come back and finish staining windows, doors, door jambs, staircase, etc. Then I will prep the house for spray and spray a sealer coat, then putty all nail holes, sand and spray a finish coat. A lot of painters will spray a sealer coat on the trim before it is hung and even some others will finish it complete before it is hung, but I find that to be a pain....so I just spray it all after it is up. Both ways work of course so you should probably decide which way would work best for you.