What version are you using?
I'm currently using V 25, but I've been using Finale since around 1999/2000.
For input, the keyboard shortcuts are your friends, or using an actual midi keyboard. I tend to be faster with just my computer keyboard and mouse. I've modified the controls to be like the older versions of Finale where the number row are the notes (ex. 5=quarter note, 4=eighth, 3=16th, etc.) and I can enter notes in that way quickly. I believe in current versions this is set to the number pad, which may work for you.