My post is specifically regarding stonewashing clips and blades, I don't have any experience with screws. I'd imagine you could just cover up the threads with nail polish before doing it, but that's speculation.
Stonewashing is easy. Like Frank said, throw it in a container with liquid and shake it up. Dishsoap works, and so does WD40.
I've heard that the tumblers from Harbor Freight are designed for polishing as opposed to stonewashing. You can put it in the dryer (no heat) and let it tumble in there for a while. I just use my hands and shake it around.
If you are stonewashing the blade itself, make sure to put nail polish around the pivot, detent track, and edge bevel. The stonewashing process will still probably chew up the edge, but the nail polish helps a little.
Here's are photos of an at home acid stonewashed blade and clip. I just used the rocks I found in the back yard. I also added a few nuts and screws to get some variation in the scratch pattern.
I'm not 100% happy with how the clip came out, but such is life.