Ok - my front door gets hammered by the elements.  We have a front porch, but the door gets the evening sun, so UV damage takes its toll.  What is the best, longest lasting stain and sealer that I can use?   I'm getting tired of refinishing it every 3-4 years.  (or am I expecting too much?)

every three to four years seems right... you might look into how can you minimize the sun exposure.

There are lots of creative ways - plant a tree/s, hang sun shades, nice wood lattice (not the cheap stuff at Lowes) etc etc...
All these things can really enhance the look of your house, if done right.

Besides that, a good oil based stain applied every six months or so might mitigate you having to redo the whole door every three years.

Could paint it as well. take a photo of the set up and post.

R

Stain used to be a relatively thin coloring that was absorbed by wood and showed a nice grain appearance.  Eg: Minwax, Cabot etc.

Now products are popping up that are more like paint than stain but they are called stains.  You can find a wide variety of colors at Home Depot under the Behr label.  They as thick as paint and I have yet to decipher the difference other than they claim to be a lot more UV and weather resistant.  With many of these "stains" the grain of the wood no longer shows (depending on the color of the product chosen) and the final look sure seems to me to be  painted surface.

I will say that they seem to stand up longer than a painted surface though.

You're expecting too much. The better varnishes or polyurethanes will protect longer against weather, but UV is an equal opportunity destroyer of all of them. Even here in the PRNJ, 5 or 6 years is the best you'll get out of a south or west facing stained and varnished door.

You may want to look into  using Cetol. we use it on boat decking down here.
http://www.nam.sikkens.com/product.cfm?product_id=3&product_category=exterior
ETA: it ain't cheap