[chuckle] This is where I am with my 19 month old twins. I've actually found that everything except soup, jello, pudding, yogurt and the like CAN be fingerfoods!
Steamed veggies cut into bite sized pieces are great. (Carrots, broccoli, zuchini, etc.) Frozen veggies work well, too. (Peas, carrots, corn.) Corn on the cob is a new favorite. (I take the KFC corn, remove the stick and cut it in half. The twins LOVE to nibble the corn kernels off!)
I always keep cooked, plain whole wheat pasta in the refrigerator. The twins gobble this down when it's cold and plain, or warm and covered with parmasian/reggiano cheese and/or veggies.
Cold or room temperature mac 'n cheese works surprising well as a fingerfood. Actually, mashed potatoes does too.
Fruit (bananas, pears, apples, cherries, mandarin oranges, and canned fruit cocktails) cut into bite sized pieces are ALWAYS a huge hit.
Meat (whatever we're having that is cut into bite-sized pieces) is always popular.
Breakfast is the only meal I usually feed them. (Because, let's face it, you just can't really make oatmeal and cereal into a fingerfood no matter HOW hard you try!) I don't put them into their high chairs for this. I sit down with a bowl and feed them from "my" bowl - a la baby bird. They gobble it down because they think it's MY food, and don't try to take the spoon. (French toast cut into bite-sized pieces works great, though!)