I see this question a lot. Maybe I should do another "sticky" for the FAQ section. It's not a question I feel fully qualified to answer for a number of reasons, mostly because I have only owned the polycoat models. Here goes:
CZ-USA currently imports pistols in one of four finish options:
1) Black polycoat
2) Glossy blue
3) Satin nickel
4) Dual tone
There is also a matte blue finish, but no pistols with this finish are being imported by CZ-USA at this time.
CZ 85Bs have been offered in both black polycoat and glossy blue, at least according to the 2001 catalog. The 2002 catalog no longer gives glossy blue as an 85B option.
CZ 85 Combats come in all four options.
Black polycoat is the default option and the least expensive finish. There are several models that only come in this finish: CZ 75B SA, CZ 75BD, CZ 75 DAO, etc. Depending on who you ask, this is either tied for first place or is the second-most durable. It is susceptible to being chipped if struck hard enough (please don't ask!). Apparently, kydex holsters will "cut" this finish, much as is seen on Glocks. Theoretically, it is maintenance-free.
Satin nickel is supposed to be either the best all-around finish, or tied with polymer. This is a coating over carbon steel, not stainless steel. Like the polymer, it is weatherproof, etc. My understanding is that a holster can't hurt it. Theoretically, it too is maintenance-free.
Glossy blue is very attractive, but it is definitely the least durable. The elements and oil from your skin will damage it. Leather holsters will damage this finish. I believe the tannic acid from the leather corrodes the bluing, but I'm not exactly sure what causes it. Bluing must be treated with oil or similar products to protect the finish. (This is all true of bluing in general, not just CZs.)
Dual tone is a glossy blue slide on a satin nickel frame. It is visually quite striking, but it still has the drawbacks of the glossy blue. I have a "two-tone" pistol from another manufacturer, and it is a bit of a challenge. (You tell yourself that you will be careful and only touch the frame during handling, but it never works that way.)
My guess is that the satin nickel is best for use with a holster.