If you edit the com.apple.dock.plist in your preferences folder, it will allow you to turn on many features (such as those which can be accessed using GUI appls like TinkerTool). But it will also let you turn on the QuitFinder boolean. This will add a quit option for the finder. I don't know who this would be of much use to, mabye those with only 128 RAM would find it useful in some processor-intense apps.
The full path to this file is:
/Users/username/Library/Preferences/com.apple.dock.plist[NOTE: On my machine, editing the dock.plist file in either the terminal or the dev tools' property list editor, I do not see this boolean! I have no idea why, and reidab sent me a screenshot showing that his version does have it ... odd! I could just add it, I suppose...]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20010331131557838