I'm not familiar with Finale.  I have always used Cakewalk that morphed in Sonar which I am using now, although that has been bought out and now has returned to Cakewalk again.  At any rate, as I said, I'm still using Sonar and I have had quite good results with the Garritan libraries.  I was wondering if the problem might be with Finale rather than the libraries it is using?

Stanley,

For integration with Finale, you need to look at NotePerformer.

Go listen to the demos, if you like them then you can download a 30 day trial of NotePerformer.

https://www.noteperformer.com/ 

For "works well with Finale", you have two choices: one of the Garritan libraries, such as Garritan Personal Orchestra 5 or Jazz and Big Band, depending on your repertoire; or NotePerformer.

Garritan is, obviously, owned by MakeMusic, and the installer comes with component files for Finale so that you can just immediately start using the samples when you add an instrument to your score. The paid-for libraries contain better quality samples, with a greater range of techniques than the bundled "GIFF" sounds. You can get even better results by 'tweaking' the playback parameters and adding expressions that contain playback information.

NotePerformer is a third-party product, but very well designed. It has gained considerable success across the three main notation apps, for intelligent playback and realism. Criticism is that there is very little to configure, so where the results aren't great, there's not a lot you can do about it.

You can use any VST library, though you may have to configure the Playback settings to accommodate the library's controls. There are loads of different samples libraries, and you can spend any amount of money on them.

To echo what Ben said, about configuring, when I first started working with Cakewalk some 40 (!) years ago, I couldn't figure out why everything I composed ended up sounding like it was being played on a fancy organ.  Usually if I compose something it doesn't take me that long to write out the musical parts but it can take me a couple of months (of course I'm not working on it steady) to get the trumpets to sound like trumpets and not a stop on an organ.  I would imaging almost all playback software has that aspect to it.  If you are composing music for the written aspect, there are some really good notation programs out there.  To tell you the truth, my Sonar program has some shortcomings in that department.  But if you are looking to produce MIDI with a distribution-quality playback, you will have to invest some time in learning how the controls built into the software works.  Quite frankly, I've had a blast doing that!