If the whole gun needs blue: send it off somewhere or buy tanks and heaters and chemicals and do it yourself. Parkerizing is also fun if appropriate to the piece.
I use the various cold blue/black All The Time, but for repair/replacement screws, pins, and the usual scratch or wear. Really helps dress stuff up, but hard to do well on large surfaces. Also, it is quite not a rust preventative. Have to keep it oiled still. More oil than for hot blue finishes to stay happy even. (I'd do small parts with the blackeners / blue chemicals still, as it is hard to get all pins and screws to take paint well, easier to touch up from screwdriver usage once in place, etc).
If purely a working gun and you need no authenticity, then rattlecan it. I have used every sprayable finish ever, and quality spray paint (Gillespie/RAPCO and whoever doe the base for RAL coded MyPerfectColor are the best of the good tier) is as good or better than any of the bake on, including Cerakote. You can do fun stuff with colors also. Want to look authentic? Thin layer of bright blue, then overcoat when dry (not cured) with a dark gray. Will look like old worn blueing but be entirely weatherproof now.
For anything, including cold blue: prep, prep, prep. Disassemble, and scrupulously clean. Then, make a clean work surface (fresh paper etc) and put on gloves, clean again with denatured alcohol. Let air dry and as soon as possible do the application of the finish.
Cold blues can take a bit of almost scrubbing to get to work. Once they start activating (you can see it) it can be good to apply another coat with the brush, to get more chemistry on there while it's working. Watch closely, as /sometimes/ it can etch the surface. If it seems too energetic, wipe a small area off (q-tip) and make sure it's just coloring, not pitting. Otherwise, bubbles and stuff are generally good, it's working. When done, the energetic reaction has stopped or it seems to not be getting blacker, wait a few more minutes, then wipe with a clean (no grease) cloth. You can now see, and the no-grease is to allow you to re-apply to get an even coat, fill spots, etc. When all done, wipe again but not hard, oil, wipe like normal before-putting-in-safe, and leave it out for a few hours to let it soak in and deactivate, then wipe down for real, reassemble, etc.
For paints: after application hang it up and, do not touch for at least 10 days. Do not TOUCH. Don't even look at it lest you be tempted. Curing is not drying, but takes much longer and is a week or two for all likely paints (often, it's not stated on the can so we have to guess).. I have simple painted gun parts that are not just 10 years old with no scratches but things like the shell deflector on an AR upper with no chips through the paint after 10,000 rounds. Cured quality paint, well-prepped, is impossibly strong stuff.