Advice on restaining a deck

[Raleigh]

I have lived in my house for a little over two years now and have put off restaining my deck up until this point, probably could have used restaining from the start.  I finaly got some free time (well not exactly, but doesn't look like I ever will so now is better then later) and am looking to start tackling it possibly this weekend.  Questions I have are:

What is my first step?  I have a nice gas powered pressure sprayer, do I take that to it first?  I read somewhere that it may not be a good idea on some wood, but I have no idea what type of wood constructs my deck.  Do I sand any of it instead of or in conjunction with spraying?

Known issue:  I had a turkey fryer on my deck for a bit of time and there was a bit of oil run off on part of the deck that has noticiably blackend the area (I'll add pictures later if that would help).  I did take the pressure sprayer to this a while back trying to get it off but did not get all of it.  Is there any specialty cleaning products to help with this?  Is this an area I need to sand down?

What is the best way to apply the stain?

Does it take more than one coat?

Do I use a sealer then, what kind of timeframe, any recommendations on brand and such. 

I will post a picture for reference, this is the only one I have on my phone right now, can add more later.  The picture is of the north side where the built in hot tub is,  The south side consists of an open area with a built up privacy wall similiar to the hot tub side, then it has built in seating going around it.

I live right outside of Columbus Ohio if climate plays a roll in any of these decisions.  Also the deck is on the west side of the house so it in the sun roughly half the day.

Any good websites out there that gives good tutorials or recommendations?  I just did a quick google search and there appears to be a good walk through at This Old House: http://www.thisoldhouse.com/toh/knowhow/exteriors/article/0,16417,602946-1,00.html.

Thanks in advance for any warnings, advice or recommendations.