If you are open to doing BLW, I really cannot recommend it enough. It's been one of the best things we've done and our daughter has always been a great, adventurous eater. We started at 6 months and she's now almost 16 months, so that's 10 months ago and she's never choked once. She does gag occasionally even now (funny enough, it's usually on water - just goes to show you gagging and choking have nothing to do with finger foods, and in fact, it's believed that the choking risk is greater with spoonfeeding that with finger foods because it takes away baby's instinct to be able to control where food goes in the mouth).
Apart from all that, and the fact that it's easier and less stress (I think), it's a great way to get your baby to love real food. My daughter eats things that other people can't believe. I take her out to restaurants and she'll sit and eat a brie panini, or chorizo, or a bowl of olives, or dried spicy seaweed. Pickled vegetables are a favourite and she ate a lemon wedge from my plate at lunch the other day. Just now, she ate some beetroot and horseradish dip that I was eating off my plate. She eats real, grown-up food and will try anything. She also uses her own spoon and fork already to eat (though she still uses her hands a lot too) Even the friends and family who thought what we were crazy for not giving her 'baby food' all say they wished they'd known about BLW when their kids were small. It's a really wonderful way to start on solids and I can't say enough good things about it.
If you are thinking about it, go get the Baby-Led Weaning book (by Gill Rapley). Your local library will probably have a copy and read about it. That really helped my confidence when we were starting and make me comfortable that was the right choice for us. It will be a learning curve at first and if you go the BLW route, don't expect to see much food going in for a few months. They need time to play and explore and taste and nibble, and the quantity doesn't matter. It took until about 9 months for my daughter to start eating any real quantity of food (enough to decrease the amount of milk she wanted). Also, there will be some gagging, especially in the early weeks, but gagging prevents choking. It's a good thing! And it means your baby is learning how to eat safely.