ProTools free is very very powerful as well. Its only real drawback is that you're limited to 8 tracks, but I doubt you'll get more than that from a free program.
Reason is great for making electronic music, but I would'nt use it for anything else, and would never try to create anything "professional" on it.
I've been using Logic alot lately... it's rather expensive ($1K), but I'm amazed by how much it can do, and the score editor is pretty impressive.
Never used Finale, but it sounds like it's taylored for classical composition. I don't know a single person who makes true MIDI based music with it. Most use different progs depending on their style of music... Logic is popular with trance, Digital Performer is popular for house and commercial/pop music, MAX/MSP for experimental... etc...
/end ramble
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