What are the techniques to seal or remove sap?

I burned my pine sign and the pitch was sealed. (The wood I used was old pine siding that I planned thin). Mineral spirits takes most of the pitch off but working at inspecting loads of wood I have learned that hand sanitizer disintegrates pitch fast. I tried it on a pine sign and it worked like a charm with no damage to the wood and it removed all the pitch.

Bowlturner's answer is really the best. When purchasing lumber from a quality lumberyard you can ask if the "resin has been set". There is a little extra heat & time applied. This would be possible with any woods that are typically heavy sap woods (pine cedar etc). Sometimes it's a little more work but you can find the wood that's had the extra heat applied. If not FWW has a nice article about using your oven. I also remember a woodtalkshow podcast where one of the guys who works at a lumberyard explained all this but I can't find the exact episode atm sorry.

Not enough rep to comment etc so yeah

This is actually a very common occurrence in woods like pine and fir. Many would suggest that you do not use these woods for reasons just like this one. If you persist then heat is the solution. Note: this is based on untreated wood.

Not all lumber is kiln dried and even if it was you cannot guarantee the temperature it was dried at (or duration for that matter). Sap typically "sets" when heated 160°F/71°C. So if you see sap seeping out then you need to heat it up.

You need to clean it before you do any finishing (paint/stain etc). Mineral spirits is suggested as it is not likely to damage the wood.

Some woods can have the sap coming out from everywhere. If you have the means to kiln dry the wood then it would be the best course of action. It is not ideal since the effort and cost associated with saving some pine is most likely not practical. Many people have had success properly sealing it with shellac just like GLW mentions in their answer.

If you just have some small pieces like me then you could use a heat gun (Has to be a strong one) or a blowtorch. The latter can damage the wood since it is flame based but in general heat is the point.

or like BowlTurner says: Don't use pine/fir? :)

It is said (by Bob Flexner in his book "Understanding Wood Finishes") that shellac is the best overall sealer. It can also be used between any two other finishes to prevent them from reacting with each other.

I have no experience with sealing sap into the wood but his statements would lead one to believe that it would work. At any rate, it is very easy to apply and dries very fast so that's a plus.