You could replace your set screws with stainless steel setscrews from your local hardware. A little wd40 or gun oil wiped on metal will prevent rust on something that has never rusted before. Once something has rusted you have to remove it completely to stop it. You could try some extra fine steel wool soaked with oil to remove the rust if its not too bad on the other stuff, that usually won't do much to the finish. Some of the rusting could just be from the acids in your body. We have one guy at work that could leave rusted fingerprints on stainless steel if he didn't wipe oil on his hands every morning like it was hand lotion.