I mainly use Finale for my work, but if the job calls for it I use Sibelius too.
I find that while Finale allows me more freedom in tweaking the score, then Sibelius, once you get the hang of it (comming from Finale, it's possible a little worse than starting from scratch) is a little more intuitive when it comes to entering notes, harpins, slurs ect. (again, it's a matter of taste/preference - But when tweaking them afterwards, which is more or less inevitable, Finale does a better job.
The interesting thing for me here, though, is how much, if anything, the purchase of Sibelius by Avid (the owner of Digidesign/ProTools) will do to the development of interoperability between the two programs. I for one, could really use a (midi)sequencer with a better way of handling note entries (via mouse or midi keyboard) - maybe there's something in the future here... who knows...