I'm not sure exactly what you mean by "finish nailer": one that drive full-size finish nails, a brad nailer/pinner, or a 23 ga. pinner. Of those three types, we get far and away the most use out of the latter two.
I don't think you can go far wrong with major brands. We've got Sencos, Bostiches, Hitachis, and Grex guns, from 23 ga pinners to siding and framing guns, and they've all been reliable performers.
I think the most important factor would be local service. For guys in the big cities, that may be no big deal, but out in the boonies, that makes a difference.
I'd definitely go with one of the smaller compressors. We've had one of the PC finish ones for some time now. It's certainly a lot easier to lug around. There are a number of newer models out there, so it might be worth a look at FWW, FHB, or JLC to see some recent comparisons.
One piece of advice that someone gave me years back was to get galvanized or stainless fasteners if you'll ever be doing exterior work. They may be more expensive, but it's less hassle than trying to keep two sets of fasteners on hand.