I made one of the TNT shelves with pine. I finished with a light stain (5 coats). If you build one, go for the 4-rod option. It's harder to even up the shelves, supposedly, but a heck of a lot more stable. I made mine with three and could never put anything heavy on the top two shelves.
I'd love to make another some day. The cost is a bit prohibitive, though. It was about $85-100 for me to build that, and I had some stuff already available.