The Build Show discusses different options for outdoor cover plates for GFCI receptacles. Traditional bubble covers are commonly used, but there are more aesthetically pleasing and functional options available. Cola Modern offers high-quality, stylish covers that are not in-use compliant but are a popular choice for design-conscious homeowners. Additionally, Arlington InBox provides a recessed option for a flush look. Each cover serves its purpose, with some being code compliant and others more for design appeal. The video showcases different cover options and highlights the importance of choosing the right outdoor cover plates for residential homes.