I've been told that the boat stuff is the best you can use. Every time I had a cage to build I didn't want to pay for it (it's like $26 for a little thing of it, no? I'm always on a tight budget when I build cages) but apparently it's the best stuff. Just let it dry for a couple weeks/a month to make sure there are no fumes and such that are harmful.
I've always used other cheaper wood sealers and they work well too.