I started with purées around 5 months but that was a PITA so I switched to blw at 6 months. So much easier! Having said that, I still spoon feed my DD if I'm giving her something like yoghurt or spaghetti bolognese, hardcore blw-ers will do preloaded spoons but I can't handle that much mess - there's enough as it is! But in terms of finger foods, she'll eat toast or cruskits with avocado, vegemite, peanut butter or hummus, steamed veg like carrot, broccoli and asparagus (though she wasn't a fan of asparagus!), raw soft fruits like banana, pear, mandarin, melon and kiwi, raw sticks of cucumber or capsicum, cheese sticks, lamb cutlets, fish, roast veg...basically the only thing you can't feed them is whole nuts (choking risk) and honey (botulism risk). Just make sure your DS can sit up - assisted is fine - with good head control and has lost the tongue thrust reflex.
I'd also recommend investing in some bibs with sleeves