J.,
Baby food is totally appropriate at his age. You might want to try the step 2 stuff if you haven't yet, because there is more variety in tastes and some more lumpy texture for him to learn to handle.
At this point, when it comes to finger foods and such, it's really more about honing his fine motor skills than it is anything else. The Gerber stars are wonderful for this, because they dissolve very quickly, so he's unlikely to choke on them, and they are good for little hands to pick up. He'll start by raking them into his fist and shove them in his mouth, but will over time develop his pincer grasp, which will allow him to pick things up with his thumb and forefinger. I like these better than Cheerios, because they dissolve faster. The Gerber Wagon Wheels were a big hit with my son at that age, too, because they are nice and big and he could get a good grip and gnaw away.
As his teeth start coming in over the next 3-5 months, and his motor skills get better, you will want to start giving him finger foods to pick up, like well cooked pieces of vegetables, pasta noodles, some cut up (finely) chicken, etc. He'll let you know when he's ready. At right around the time he is ready to feed himself, he'll start doing obnoxious things like raspberrying the pureed stuff, refusing to eat, hitting at or grabbing the spoon, grabbing for your plate, etc. When it's time for table food is never really a secret!
Jess