How to Finish a Play Structure

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I've built a large play structure for my kids and am wondering how (or if) to finish it, as I really don't want to have to refinish it every year or two or three. I used composite lumber for the deck boards and stringers and pressure-treated douglas fir for the structural members.

I'm concerned about the latter. I've seen numerous products advertised on the internet as so-called "lifetime" finishes, but I suspect that these are mostly scams. Are there any real "apply once" products that work, or should I be looking at something like a semi-transparent deck stain? Alternatively, since I live in a moderate California climate, can I just leave it unfinished? I've been told that my kids will outgrow the play structure long before the pressure treated lumber deteriorates.

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