Finley played college basketball at the University of Alabama Birmingham with the school"s UAB Blazers. He is mostly remembered for hitting the game winning shot against the Number. 1 overall seed Kentucky in the Second Round of the 2004 National Collegiate Athletic Association Tournament.
Finley joined the Serbia and Montenegro League team Mornar Bar in 2004.
He led the league in scoring during the 2004-2005 season, averaging 23.3 points per game. In 2005, he joined the Greek League club Olympia Larissa for only 3 games.
He then joined the Belgian team Liège Basket. In 2007, he joined the Italian League team Solsonica Rieti, and was the Serie A top scorer with 20.3 points per game.
In 2009, he moved to Olimpia Milano.
He led Olimpia both in Euroleague and in Serie A, until he suffered a strain on January 11, 2010. He missed three months of the season, but returned to help lead Olimpia back to the Finals. During the 2011 season Finley suffered a knee injury requiring surgery.
He was sidelined for most of 2012, but returned to finish the season for Fenerbahçe Ülker in Turkey.
In January 2013, he signed for Lagun Aro GBC of the Spanish League. After a sabbatical leave, he signed for Élan Béarnais Pau-Orthez of the French League in May 2014.