As above, there are any number of bake-on finishes that can be done at home.
These run from ordinary Rustoleum enamel paint, to gun-specific finishes available from Brownell's Gunsmith Supply.
The metal is THROUGHLY degreased, the finish is applied, and the parts are then baked in your kitchen oven at temps around 300 degrees or so, depending on the finish. Bake time is usually around an hour.
Always make sure any females are gone for most of the day before doing this. It really smells up the house, and women just don't understand using a kitchen for this kind of project.
Hot-salt gun bluing really isn't anything you want to attempt at home because of the corrosive chemicals.
There are several old-fashioned rust bluing methods, but these are messy and take a lot of time, but are do-able.
Home parkerizing is a project that a number of people report as being do-able at home. All that's needed is the chemicals, some stainless steel or glass tanks and a few other items.