I would like to wax-dip, since I have a lot of wax, but for now I paint and stain. As we've discussed previously, Les, I don't mind a tedious job, so there are probably more efficient ways than mine, but here's what I do. Hopefully it will answer at least some of your questions.
Several of my sisters are artists so between them and other random homestead projects, there is usually some leftover exterior paint or stain laying around at my house that I can use. But if not, I go to the paint store and ask them if they have any light-colored exterior mistints, and they usually do and will sell them to me for severely discounted prices.
For brushes I'd recommend buying something of decent quality and reusing it. For a while we would just buy the cheapest brush they had and then throw it out and buy new for the next project, but honestly, it's difficult to paint efficiently and cleanly with a cheap brush, and you'll save money in the long run if you reuse a brush of at least medium price. For most beekeeping things, I use either a 4 in. brush or a 2 in. brush depending on the intricacy of the piece of equipment. I also have a small very cheap craft brush (like the kind you'd use to easel paint) that I use for getting into hard to reach areas.
My climate is very humid, so I do 2 coats unless the paint or stain label expressly says not to (and some do). If you pick a breezy day and paint outside, most paints/stains will dry quite quickly and you can do a second coat on the same day. I just paint one side and then paint something else while I wait for it to dry, then rotate and paint the other side. I don't use any sealer unless the artists in the family decide to paint something on a box purely for aesthetics, then I'll do a coat of clear Minwax or Arborcoat to protect the artwork.
Cleaning brushes is of course the worst part, but it's important to do it right. For water-based paints, I just use the garden hose and Dawn dish soap. Rinse off any excess paint, then clean the brush bristles thoroughly, like you were shampooing hair (I realize if you have very short hair, you may be inexperienced at this, but I'm sure you'll figure it out
), and then rinse the brush excessively. My sister always says to rinse it until you think you are good and then rinse some more. For oil-based paints/stains, you'll do the same process, but FIRST you'll need to rinse the brush in mineral spirits, before you wash it to remove the mineral spirits. All other things being equal, you'd obviously prefer something water-based so the cleanup is less involved.
Since it's a job you generally dislike, try and find a way to make it fun for yourself. Get the kids involved and have a painting party. Put on some music or listen to a podcast. Whatever would make it enjoyable for you.