I really don't like Theodore. It looks like The Odour and seems very American. How about Theophilus?
Theo on it's own is OK but very popular.
Finn is great but is likely to be very popular and it's a naughty boy's name.
Both names are likely to be very popular. On baby name charts Theo and Theodore appear separately, and Finn, Finley, Findlay and Finlay will be treated separately.