Are you "melting" or refinishing a pistol slide? Melting meaning you are adding a groove to place a different sight. Sort of a dove tail area in the back where you would create an area to add a sight. If this is the case, unless you have access to a milling machine, I would consult a machinist. Or are you wanting to finish and remove any burrs and sharp edges to the slide. This you can do your self, mind you, you will need to have the blue re-done after.
Smoothing edges that can often be very sharp to the hand is fairly simple to do with a good bastard file. Not a joke here that is the name of these files.
The trick to filing a smooth edge is to push the file away from you in a T manner meaning the angle is 90 degrees to the part you are filing. Practice this on a scrap piece of steel first you will see how smooth it will become. Use long even strokes, this will remove any dings you might have on corners as well.
Long areas like the slide top, sides, I would probably get a sheet of glass and some water sand paper. Use the glass as a table, glass is very straight and the paper will stick to it once wet.
For the ejection port area and any small grooved area, I would go with a jewelers file in the same manner, or possibly a dremmel if you have a steady hand. Be certain if you open the ejection port to leave enough for structural strenght.
When finished, depending on the finish you have or want to have, you will probably want to remove the rest of the blue or surface with 00 steel wool, If the area you removed is smoother then the area around it and you want to give it that beaded look, use a hammer and some 100 or less grit sand paper,depending on how big you Want the pattern to be by lightly tapping the hammer on the sand paper over the steel, you will cause the sand bits to indent the part very much like sand blasting. Again practice this on an other piece of metal first to test your skill at this. Do not whack like your driving a 6 inch nail, very light baby taps are what is needed here. The grit will go in fairly fast and by coving and moving around and tapping you will see the sand blast like look.
Unless you know how to Blue a gun, you will probably want to get the part to a gun smith by now, if you are plating it, I would consider a professional again, possibly a jeweler. You might even look in to anodizing, some thing often done with golf clubs. this place gives one free trial if you want to see what the finish would look like
http://www.accentmetal.com/ a much less expensive way would be to get parkerizing paint, this would be available at most good gun stores.
What ever you do, unless you have a big ding in the bottom of the slide, do not touch the inside or underside of the slide. If you do that, you will find your self in an adjusting situation and thats not as easily repaired.