I'm not a metal expert by any means.. but bluing is pretty standard on lots of firearms. Dura/Cera seem to be after-the-fact refinishing products - I've had several things done in cerakote and would compare it (lightly, of course) to those super-durable truck bed liners. When they first came out I think duracoat was air dry and Cerakote was heat cured, but I think Cerakote has air cured products now as well.
Parkerizing is an older (how old, dunno) way of making your metal more protected. Have several parkerized parts too, all good..
Blueing- Think of like a wood stain and laquer for wood. It colors it and fills in any pores where rust could begin. Its an effective rust preventative if maintained.
Duracoat- More or less, just an extremely durable air dry paint. Provides good protection from rust, but can be worn off over time.
Cerakote- Pretty much just a stonger more durable Duracoat. Its a bake on finish that lats longer than other paints.
Parkerizing- From what I understand of it, it actually changes the chemical compound of the steel to where it is applied and creates an extremely hard surface to where rust cant penetrate. It can be worn of though after A LOT of scrubbing. Most military M16's/M4's are the only things Ive seen where its actually worn off.
As far as colors:
Blueing- Darkish shade of blue/black is about it.
Duracoat- Any color imaginable
Cerakote- As far as I know, pretty much the same colors as Duracoat(someone correct if wrong)
Parkerize- Different shades of gray and black
Bluing is not actually a "coating." It is rust. It is a chemical oxidation that colors the metal and prevents rusting.
Duracoat, Gunkote, and Cerakote are like paints, can't really get into specifics. I know Cerakote uses ceramic in it to give the parts a self-lubricating property, and it's really durable.
Parkerizing is also a chemically induced finish.
Don't forget about black oxide! Also very common on modern firearms.