Colts de Barrie
Finley as a standout junior goaltender played most of his junior hockey with the Barrie Colts of the OHL, before being traded in his final year to the Brampton Battalion. While with the Barrie Colts he led the team to the Finals of the Memorial Cup in 2000 where they lost to the Rimouski Océanic 6–3. Finley played as primarily the backup goalie for the Canadian Junior Hockey Team at the World Junior Hockey Tournament in 1999 and 2000.