That's why stainless steel has been developed.
Otherwise you can galvanise, with zinc alloys.
Paint with good primers and final coats, such as "Hammer rite".
Cathodic protection is a bit extreme if you are not talking marine things, like steel hulled boats or ships, but this is usually only used where 2 different metals are concerned, to counteract electrolysis.
Such as a steel hull and bronze propeller.
Paint and oil or any form of a fully sealed protective layer preventing reaction with oxygen in the air, thus avoids rusting
Keep the iron in an environment completely free of oxygen.
Paint covering over the iron (have to maintain the paint if it ever chips off)
If you paint the iron it won't rust:)
galvanizing / coating with metals that have a higher reaction than Iron.
Painting ... and also coating with alluminum
