hi there - i have 3 kids...two of which are toddler/preschool age, so we aren't too far out of this stage, and will be back in it in a few months with #3!
some of the foods i love when they get to finger food stage are:
BEANS (black, pinto, great northern, etc.) - they are low allergen (if you have to worry about that), soft, flavorful, and packed with protein & good stuff. i usually use the canned & rinse them before using to get rid of excess salt. they are soft & small, so i've never had to worry about cutting them up. you may with a kidney bean, but these others are tiny. (these are especially helpful if your child doesn't like much meat)
PASTA - well cooked noodles like macaroni, penne, rotini (these are great to keep in a ziploc in your fridge & you can use them for a few days)
EGG YOLKS - the whites are where all the proteins are, so that's why yolks are typically what you start with. just hard boil an egg & break the yolk into small pieces.
OLIVES - cut into 3 or 4 pieces
OTHER FRUITS - grapes, cut into quarters, pears & peaches (at this age, i'd let my kids hold the whole ripe fruit & they would just knaw on it & if they got big pieces in their mouths, i was right there to grab it or tell them to spit it out...the little pieces are too slippery for them to pick up, unless they can use a fork)
GRAHAM CRACKERS - i let them hold a full quarter or half sheet, they get mushy quick!
PRETZELS - the little sticks, great for baby fingers!
CUCUMBERS - thin slices or long sticks
YOGURT & CHEESE - talk to your pediatrician, but babies can start on these earlier than regular milk & it's a great way to help them keep fat in their diet & they usually love them!
CHICKEN &/OR TURKEY - well cooked & cut into small pieces. my oldest wasn't hot on this, but our 2nd LOVED it, and continues to eat meat well
GOOD LUCK!!!!!! don't be afraid to try new things!