Wouldn't start with apple as it's too "pingy" - ie if you bite a bit off, it can ping to the back of your throat in a surprising manner!
DS was weaned onto finger food and breastfed on demand whilst he got the hang of eating. He very occasionally had things from spoons (when I was at work, he was having EBM and the occasional mush as, although I left 20oz milk per shift and feeding him morning and night, he sometimes needed something more). As he got older, he had things like porridge in the morning from a spoon, but always had one himself too.
Because we started letting him play with food when he was 6 months, I wasn't as concerned about allergies, etc as I would have been at 4 months. He had gluten from 6 months (in miniscule quantities, because he didn't eat that much to begin with), but I didn't give him egg, strawberries, much tomato or kiwi until much later (he's still not had kiwi at 15mo as I don't like it so never think to buy it!).
Initially, DS wasn't that interested in doing anything other than play with the food. Incidentally, I am very much of the opinion that it is totally unnatural to expect your baby to have three square meals a day from the word go, which a lot of mums still do. DS loves his food (relishes it and eats with great gusto - he actually cuddles food he really likes by putting it to his forehead and saying "ahhhhh"!!) and this may well be because he's seen it as an enjoyable part of his day, one which he is very involved in because he self-feeds so well. Of course babies who are "traditionally" weaned enjoy food too, so not saying they won't unless they self-feed from the start!!
Hmm, just read the rest of the thread and would like to say that the "rush" to get DS onto finger food was that I knew he had the skills to feed himself, I knew he would really enjoy it and I could not be arsed cooking up separate purees for him!
It is fantastic when out and about - take a sandwich, bit of salad stuff, some grapes and a banana, don't have to worry about heating food up, just put the food in front of him and enjoy your lunch! Or really go seat of your pants and just give him bits off your plate (unless you have a McDonald's habit ).
DS is still not walking at 15mo - to me, starting him on solid food was very much like starting him walking. How bizarre (and totally frustrating!) would it be to say "I'm starting DS walking tomorrow"?! He's obviously a fine motor skill and language baby rather than a gross motor skill baby!