Stainless is the simplest to keep clean and corrosion free. Of course, you can also get coated stainless, like a SIG or an FN (at least the FNP-45 slides are all stainless, even the melonite black ones). Glocks have the whole tennifer process done to their slides before the exterior coating is done, so they also tend to be highly corrosion resistant.
True hot or cold blued carbon steel can be a royal pain in the arse to keep rust free, especially if carried daily. Similarly, cheap/weak coatings on top of carbon steel can be troublesome if they scratch or rub off easily, as you then can get rust developing and spreading underneath the surrounding remaining finish.
Personally, I am a big fan of stainless, just for the ease of maintenance and corrosion prevention. I have had blued guns that even a single day out in the rain has caused rust to start forming before the day is even over and I get a chance to dry and oil them down.
P.S. and just to nit-pic, "stainless" is not a finish, it's the type of steel used. Uncoated stainless guns can be high polished to a mirror, or can be bead blasted to a soft, non-reflective gray finish. Either way, they don't actually have a finish, in terms of a chemical coating over top of the steel.
