You can either have a shine
in the wood or
on the wood.
Some woods can develop a slight transluscence in the surface layers if they are treated with some sort of natural oil based product eg
www.organoil.com.au To me this is more subtle than a polish on the surface of an item. Another way of putting it is that the surface gloss is not as great while the wood itself seems to glow more in an almost 3D way.
Beeswax based polishes are very good [and not all that hard to make] but they are again, very much a surface application that doesn't penetrate much.
It's also possible to follow an oil based polish with some other spirit or oil based coating. The there's always Shellac ......

No, shouldn't have mentioned that one.
I'm a bit of an oil fan myself but I also use solid wood rather than veneer and this is slightly different in various ways.
jules