Porcelain is basically clay dust that's been pressed into forms. When you consider that fact, it's easy to see how porcelain can absorb water and stains. If you're buying highly glazed, shiny porcelain tiles, then you know they've been sealed, but a flat matte style may or may not have been. Determine whether the tiles you're looking at are sealed by dripping a little water on them. If it beads up and sits on the surface, they are sealed; if it dries into the surface and leaves a darker mark, they are not.
Tile Useage Issues
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Determine whether you need water-proof and stain-proof tiles for the area you're tiling. Sealer is necessary for any floor tiles, because they pick up dirt and grime that will set into the tile if it isn't sealed. It's necessary to seal tiles that are going in high-moisture areas—bathrooms, especially—and the presence of oil and grease in kitchens makes it a good idea to seal any wall tiles there, too. You can get away without sealant in places where the tile will be purely decorative and always dry, such as in living rooms or dens; this is especially true if the tile is darker in color, which will hide any stains better.
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Pre-Grout Sealing
Grout will stain light-colored unsealed porcelain, so the top of the porcelain has to be sealed before grouting. Mount the tile as usual, putting down a layer of thinset mortar with a notched trowel and pressing the tiles into it. Keep a 1/8-inch line between them. After the tiles set, but before you grout, use a small paintbrush to cover the tops of the tiles with water-based tile sealant. Don't let the sealant get on the sides of the tiles in the lines, as that will interfere with the setting of the grout.
Final Sealing
Mix your grout in a bucket with water to the consistency of thick mud. Grout the tiles by pressing the mixed grout into the lines, letting it sit there for a minute, then wiping down the tile face with a damp sponge. The sealant on the tops of the tiles should prevent the grout from staining them. After the grout sets (two to three days), re-apply the sealant, but this time go over the entire surface with it, covering both the tiles and the grout.