The best application method depends on the gel stain, each manufacture is a little different. I like Old Masters gel stain and find that a good White China bristle brush works great. Also, I have used a Ox Hair/ White China combo with good results.
It also depends on what you are staining. New wood is easily stained with a clean white soft rag dipped in the stain. A fiberglass door is best stained with a brush, more control.