Hey Ncrobb, after you've polished your blade with a good polish (lots of good metal polishes out there: Simichrome, Flitz, etc.), I think there are a lot of things you could coat your blade with that will protect it well. Gun oil, waxes, shoe polishes, etc, can all work but have different areas in which they are most effective.
The important things to be aware of are:
1. Do you want to do any food prep at all with this knife? If so, don't use anything that is not food safe. An example would be gun oils, like CLP. I wouldn't use WD40 either for a food-safe blade. Synthetic car waxes, though they work great to protect metal (I have used the new "ICE" synthetic wax on some guns, for example), are definitely NOT food safe. Examples of stuff that IS food safe would be bees wax, mineral oil, and Ballistol, which contains mineral oil base as well. Ballistol is often called a gun oil, and you can use it for that, but in Europe it has been used for generations for a wide variety of uses including gun and leather care, cleaning and protecting wood and metal, antiseptic for cuts, and a lot more.
2. Do you want to avoid attracting grit and lint while carrying the blade? In this case, oils and etc. are probably not such a good idea. Better to go with waxes or coatings that will repel liquids and lint as well.
I personally still use Ballistol as it is (a) food-safe (though again, I would wait until Blade is dry before cutting any food with it), (b) it still lubricates for example it lubes your pivot on your knife, and (c) it leaves a waxlike substance when it dries that protects metal but is not bad about attracting grit and lint (it gets completely dry, does not stay "wet" like some oils). However, its dry "residue" does not look quite as "pretty" on your blade as stuff like Ren Wax. If you own collectors' blades and want the pretty/shiny finish, then I'd use Ren Wax or some other natural wax. On a working blade or a blade where you'll do food prep, IMO Ballistol is a nice all-around alternative, or mineral oil, or bees wax. The reason I like Ballistol is it gives me both lube and protectant properties, AND it is food safe, AND I can use it for so many other things related to lubing and protecting wood/metal/leather around home.