I have died several custom bike seats I've made using a small spray gun that I use for modelling and for paint on motorcycle tanks some years ago. For leather work I have used the daubers. On large areas this can become streaky. :P
What techniques do you use?
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...
For applications that are done on single color projects I use small plastic tubs as submerging tanks. For larger projects that will use two or more dye colors I use wool pads where a true monotone is desired for each color. I also apply the dyes when I am working on thin open backed leather as they need more of a controlled application. The daubers are saved for small pieces or contrasting edge applications. For some final touch ups I frequently use chisel, and or medium, tip Sharpie pens. Not all dyes are created equal and some work with certain techniques better than others.