You can buy gun-specific "Paint" type finishes that will make the metal much more rust resistant.
However, this isn't going to do anything for the bore and the internals of the gun.
You can apply a good lube to the inside and this will certainly help prevent rust there, but the bore is going to be a problem.
For a coating, Brownell's sell an epoxy-based finish that doesn't even have to be baked on.
It comes in colors and is quite durable and does a good job if you do your part and take care to do it right:
http://www.brownells.com/aspx/ns/store/ProductDetail.aspx?p=1117&title=ALUMA-HYDE~+II
OnTheFly:
Most American shotguns have no bore coating or plating. For some reason, this tends to be more of a European "thing" that even there you don't see much anymore.
There are some guns that are VERY rust resistant, like the Mossberg Marine, and Remington's Magnum Marine guns.
The Mossberg and the standard Remington Magnum Marine are satin nickel plated, inside and out, including the bore.
This year, Remington has introduced a new BLACK Magnum Marine as the Magnum Marine XCS.
These guns were developed for use around salt water where most gun finishes just don't stand up.