Guns aren't all that resistant to rust, but traditionally they were blued, which is pretty rust resistant. Nobody blues a bike frame using a proper bluing procedure. There is bluing in a can, which some people use on bikes. It's less than fully successful from what I can tell. I once asked the machinist at work about this subject referencing guns, and he said the old guys used to treat scratches on their guns by urinating on them. So that's another option for finishing your frame. And like Mark says, anyone that cares for a gun oils it regularly. You could do that with a bike, but bikes see a lot more sweat. I have one frame I have only been waxing. It has some rust on it. I really need to get it coated.