Jimmy,

A finishing stone is usually in the 12-15K range, while the bench hone is usually in the 30-50K range depending on what paste you put on it. The bench hone is significantly cheaper, anywhere from $50 to $100 or more.

A finishing stone is harder to use, too, as it requires as much honing skill as the Norton.

There's some debate as to whether a pasted strop like a bench hone makes for a weaker edge that requires more frequent touchups. I personally find that at this stage in the development of my technique, a pasted strop gives me the extra sharpness I need for a comfortable shave. (I've tried unsuccessfully to shave with edges finished on finishing hones by guys who really know their stuff, but I find I really need the extra sharpness from the paste.) Hopefully that'll change someday.

If you're just starting out, I'd definitely recommend the bench hone first. You may want to add a finishing stone later, or you may not. But I'll bet anything that if you buy a finishing stone you'll still end up getting a pasted strop...

Good luck,
Josh