It really doesn't matter.
I prefer stainless because it resists corrosion and holster wear. Still, I love blued finishes. It does wear after awhile, but some people say it gives a gun "character." Clearly, however, it reduces resale value.
My favorite guns are the S&W 659 9mm and the stainless Ruger Security- or Speed-Six revolver. For highway, travel or self protection in the great outdoors, I'll go for the revolver anytime. Around town, I'd go with a good auto.