Hey guys, here is the place I go when I have a technical questions.
There are some really knowledgeable and helpful "pros" there.
Enough reading for the entire winter.
http://www.finishing.com/
Find their Q&A section, which is basically a forum, and search your topic, chances are they have already answered your question.
I use Caswell as my supplier, they handle a variety of plating, finishing and anodizing supplies.
http://www.caswellplating.com/
Cold Blueing, via the Birchwood Casey products is about the cheapest, easiest, repeatable way to treat steel that I know of.
Black Oxiding is another very cool finish. There is a Black Oxide KIT for $42 at Caswell. Make's over a gallon of the solution..more than enough for knives and small pieces.
http://www.caswellplating.com/kits/black.htm
As with all jobs a lot of it is in the prep work. The cleaner you can make the steel the better. from the moment you dry it off, it starts oxidizing on it's own, so, I find the best thing is to clean thoroughly, and go right for finishing step...don't leave it overnight. Rust Never Sleeps.
Also, big hint: Wash your hand thoroughly, twice even.
The oils from your skin will affect the finish should you handle the piece between cleaning and finishing. Cheapo latex gloves work, but, make sure you wash them, like washing your hands, to get the powder or any impurities off of them too.
Temperature and humidity do affect finishes.
Room temps and lower humidty helps.