Nigel-
I can't compare with Sibelius but I can give some comments on Finale.
I have used several of Finale's products, the highest one being PrintMusic.
It does what it says on the tin -- the description of features on the website pretty much says what it can do, and what it doesn't say probably won't be there.
It installs easily and the licensing system is not a hassle.
I have used it mostly for choral arrangements and it does everything I need, including lyrics, performance markings, key- and time-signature changes, etc.

On the negative side, it and almost every other score writing program I have seen will sometimes produce less-than-attractive results on the page. At times the mathematical spacing of the notes doesn't quite give the visual impression one would expect, making sight reading a little quirky. This is not a problem for me, most of the time, considering my budget and my intended final use.

If your work is going to be re-engraved professionally for publication I would think the Finale would be fine. If it is expected to be camera-ready, you might find it inadequate.

I have experimented with a program called MusicTex. It requires textual input to describe the musical parts and converts it to a very professional, very sophisticated PDF output. It incorporates spacing rules developed by trained engravers. It uses a beautifully designed note font. And it's free -- but man, is it ever hard to use! I gave up on the thing after a while.

Hope this helps
-Glenn