Rust is a problem we're all too familiar with on ornamental iron, hand rails, fencing, tools, gutters, and any other object or structure made of metal. It is an almost enevitable issue, but it doesn't become a serious problem if it is controlled. While you can't prevent all rust, you can deal with it when it shows up.
The best tip is to keep all metal covered. Use a good primer that is specifically intended for the metal you plan to paint. Then pick a high quality paint that is compatible with the primer (e.g. oil-based paint for an oil-based primer). Use high-heat enamel paint for high temperature locations, like the guard in front of the fireplace.
Spray paint can be used for intricate metal designs. Again, make sure the paint is compatible with the surface. Clean the surface before and apply several thin layers to avoid streaks. Be sure to use safety glasses and a respirator to protect yourself from the fumes.
Rust spots need to be removed before applying paint. Depending on the surface, you can use sandpaper, steel wool, or a nylon scouring pad to remove rust until all you can see is metal. Electric sanders and dremels can help speed up the process.
Another option is to use a chemical remover. Rust disolvers typically soak on the rust for 15 to 30 minutes. Rinse the chemical off with water. Multiple applications might be necessary to completely remove the rust.
Patching compounds can be used for deeply pitted spots. This will sometimes occur from the process of removing the rust. Match the compound to the metal and let it sit to cure. Be sure to cover the patch with primer as soon as it is cured to avoid new rust.
If the rust is simply too difficult to remove, it can be converted. Rust converters chemically change the rust into an inert by-product. It will keep the rust from continuing to corrode the metal. Although the spot can be painted over, it will likely leave a more rough or textured surface.