I would think you would want to finish it the same way you want to finish the completed art work. When I work on things in my shop, (I usually work in mild steel) as I make each part, even before it is welded in place to the assembly, I will paint it with a primer paint. Usually red oxide primer. Then as the parts are welded together, the paint burns off in the affected area, but the main part of the piece is still protected from rust as I proceed. When I am done it is much easier to clean up the seams rather than the entire project. But, it would still depend on what finish you intend to use on the finished project. I would not want to paint a part that is ultimately going to be plated or something like that.
temporary finish
I would think you would want to finish it the same way you want to finish the completed art work. When I work on things in my shop, (I usually work in mild steel) as I make each part, even before it is welded in place to the assembly, I will paint it with a primer paint. Usually red oxide primer. Then as the parts are welded together, the paint burns off in the affected area, but the main part of the piece is still protected from rust as I proceed. When I am done it is much easier to clean up the seams rather than the entire project. But, it would still depend on what finish you intend to use on the finished project. I would not want to paint a part that is ultimately going to be plated or something like that.
Rick Crawford at Smoky Forge