Yep. Some of the looks I like to do involve the light touch of my finger. For example, most of my everyday looks are very neutral. However, there are days I want to add a little "edginess" to my eyes. So I would use my ring or middle finger to apply a dark color (navy blue, dark brown, dark gold, etc.) on the outer edges of my eyes. The amount of add is about the size of the round part of my finger. Then I either blend with that same finger or use a blending brush.
Another look that I haven't done in a while involves just my finger. I applied a navy blue to the bottom half of my eye lid (below the crease), and blend with my finger. Using a brush just picks up too much product for this look.
I would like to think that it depends on your 'skill' on applying makeup with your fingers. I'll admit that I'm not the greatest at it. Also, I used to think it's 'ok' to do it, but I stopped since I noticed that I tend to break out more and it leaves a lot of streaks on my face (everyone is different). I like everything on my face blended in really well so a good brush (with stippling technique) always does the trick for me. I think the only time I would use my fingers on a regular basis is when I'm applying concealer.
Yes, I apply cream or liquid products with my fingers because I find they're easier to blend that way. As for eyeshadow or powder, it's definitely possible to pull off (depending on your skin and the product itself) but it's not sanitary and brushes definitely help for a better look.
Foundation and concealer? Yeah, sometimes. I usually use a sponge, because I think it works best. But if I don't have one I'll use my fingers. The perk is that you can get a really good, natural looking coverage. I just hate cleaning my hands afterward :P
And lipstick/gloss/etc, too.
Never eyeshadow. I think that the brushes you use REALLY effect the outcome.
I always apply my consealer with my fingertips. If you have very oily acne prone skin that might not be the best approach for you. otherwise I feel it blends better that way. Also, sometimes I apply lipstick with my fingers for a more natural pouty lip look.