when I read the title of this thread, my initial response was to match the window frames... so if the windows are white, the trim should be. Other than that, if there are similar achitectual details in the home, you likely would want to match their finishes....
never occurred to me that stained wood would be much more difficult than painted to install... but it makes sense.... As a DIY'er, I'd be a bit scared to do stained wood since everything needs to be perfect on the first try....