With some large jobs you can use a tank. Many of us use vinagaroon to dye black. And most of us can afford a tank of that.
For smaller stuff, or when using expensive dyes, the suggested method is to use a high density foam pad to apply the stain. The idea is very similar to using daubers, but the foam holds a lot of dye so you don't get the streaks you might get with a less consistent media with less dye onboard. There are other devices that carry a lot of media, and pay it out evenly. The Tandy sponges are just the standard item.
In addition to that, you need to know your basics: is the leather finished, or contaminated; what kind of stain is best for the application; does it work better with pre-wetting of the leather; how best to apply and finish it; at what stage to apply the finish; etc...