Finishing really comes before the final assembly. For many builders, finishing is the one thing that they don't like about the process. It's so easy to mess things up! Finishes include nitrocellulose, french polishing (using shellac) and my personal favorite - rubbed linseed oil. The linseed oil I use comes formulated in a product called "Tru Oil". The process of applying it is tedious, but it creates nice results. In a nutshell - you sand the surface to a very fine level, then apply many many very thin coats of Tru Oil, with very light fine sanding in between. The next result is a lovely shine. It's not, however, a glassy finish that you might find on many factory made guitars that have been sprayed in booths using nitrocellulose.
Depending on the weather and my time, applying a Tru oil finish usually takes 2-3 weeks of applying a 3 or 4 coats every few days.