Hi Triathloncoach:
To me, it boils down to how much money and time you are willing to devote to the project, and what is your intent after it's refinished. For example, if it's a "beater", and you just want to improve the current look/finish, and you don't want to invest a lot of time and money, then a do-it-yourself bluing kit is pretty cheap, as is a can of BBQ grill paint. If you're willing to invest the time, and buy some simple supplies (various grits of wet/dry sandpaper, 0000 steel wool, and some Mother's Mag Polish), you can get some really nice results with one of the do-it-yourself bluing kits. Cerakote can be done at home, but I think it's ugly, even though it provides a very good rust resistant finish that is supposed to be vastly superior to bluing or parkerizing.
Places like Fords are renowned for their work, but they aren't cheap. To give you a better answer, let us know what do you have, what do you want to do with it, and (roughly) what kinds of funds are you willing to devote to the project?
Regards,
Dave