I wouldn't bother trying to stain or varnish them. Your rats will likely chew on them and stain/varnish doesn't protect from urine anyway. Urine can soak into varnish.
If you use wood, I'd suggest making them easy to put on and take off when they need some sort of cleaning.
If you use wood, I'd suggest making them easy to put on and take off when they need some sort of cleaning.