My personal beliefs:
1. All guns always need care. There is no "set and forget" with guns.
2. All paint, even the most "technical," eventually wears off.
3. Good-quality Parkerizing is as ugly as sin, but offers excellent protection against rust.
4. Good-quality blue, applied over properly polished steel, looks the best. Well, maybe color case-hardening looks even better.
5. Forged stainless steel is usually an excellent gunmaking material, but cast stainless steel usually isn't.
6. Aluminum weighs less than steel, but beware if you wear off its anodized coating. It will turn very ugly.
7. Nickle plate usually eventually flakes off, but "hard chrome" usually doesn't. But my sweat eats even "hard chrome."
8. Bright chrome plating belongs only on the interior of barrels.

Mostly, the choices you name are matters of æsthetics, not function.

Thanks for the reply. That is some good info.

Personally, I prefer stainless, but I have seen some very beautiful Colt revolvers, that the bluing was extraordinary...........

Steve's right,touching on the subject that can be a small book.

Polished,matte and dull (or media blasted harder than matte) is just the surface finish before the final finish.

Blue is awesome polished but it also the poorest protection,needing protection from being lightly oiled.

Parkerizing looks aweful as Steve said,but it's bit better than blue and it's porosity really soaks up oil to increase the protection.

Some of the spray on "paints" like Duracoat and the myriad of others vary.Ceracoat holds up real well but some of the others can't handle abrasion as well and will wear through edges and scratch easier.Either way it's a paint that the thickness varies some between them.I real tight gun needs to be clearanced before some can be applied-not much but it can bind a custom built tight gun.They really don't need to be oiled down,but you have to oil the gun anyway so why not wipe the excees over it.

Nickel and chrome are an applied coating like the paints,but thicker and are metals instead of polymers.Chrome is the best general one because of it's hardness,it will scratch but it doesn't wear down fast at all and has good corosion protection.It still needs care but not near as bad as blue.It's also a cleaner color than nickle's yellow cast.Nickle has better corosion properties than chrome but it's not quite as hard,so it will wear and scratch much easier.It's also known to peel.The reason is usually corrosion where it took a good scratch or wore down thin,but surface prep is blamed for some.

Probably the best I think are the nitrocarberized type finishes,and there's other technical names for variations of these.Melonite is the most popular,called Tennifer (Glock),Bruniton (Beretta),etc by the manufacturer.The outer surface of the steel is molecularly modified to produce a hard shell on the outer surface of the steel,similar to color case hardening on the old west revolvers.They will rust,but they aren't as bad as stainless steel.Ion Bond DLC is a newer version that seems to be kind of an upgraded Melonite,but it seems a little more sensitive to metalurgy-meaning spots in the color are different,like purple spots or small parts on a blued gun.

Stainless steel is nice for me,even though I prefer a dark finish.It will rust despite it's name,but it takes longer than a blues carbon steel and a polished finish (on either steel) will take longer than a blasted or dull one.I have to wipe down a blue gun every time I touch it,but I can carry a stainless gun for more than one day without worrying.

There's more to it,but this is a quick difference.

All good input.

One thing to consider... if this is for a CCW, then I'd go with a black finish (Polycoat or Parkerized). If you ever need to use it, a less colorful the weapon will generally be less noticeable and might give you an advantage in the element of surprise.