I recently received a question asking how to move music back and forth from Sibelius to Finale. I too have this problem quite often as almost all of my old lessons and beginner music that I wrote out for my classes was done in Sibelius but now I would also like to be able to use it with SmartMusic (which requires Finale to create custom arrangements). Since neither company wants to allow the other to begin reading and writing their own proprietary formats, the grand dream of one day having an open, comprehensive transportable music file format is probably never going to happen. For now there is a format called MusicXML but it leaves a lot to be desired when working with complex scores.
Moving a document from one platform to the other using MusicXML will get the notes moved, but other annotations often are misplaced or left out altogether.
Open Source Solutions To Music Notation File Formats Some of the more forward thinking solutions to this problem that I have personally seen are open source formats like Lilypond and OpenScore. Lilypond does not seem to be gaining much traction, but OpenScore is actually supported by some fairly big names like MakeMusic (Finale's parent company) so at some point hopefully these new file formats will be incorporated into future versions of the software.
Converting Files Between Finale and Sibelius For the time being the only way to go back and forth between Finale and Sibelius is to use the older MusicXML file format. In Finale 2010 you can save and import MusicXML files. In Sibelius you can import music from the MusicXML format but for some reason they have yet to incorporate an export feature. To export MusicXML out of Sibelius you are left with only one option, to use a program called Dolet to convert the Sibelius file over to MusicXML format. Of course that conversion comes at a cost of $199 for the Dolet software. If you have only one or two scores to move from Sibelius to Finale you can also just ask Recordare to do the conversion for you, at a cost of around $20 or so per score.
If you can sense the sarcasm in my writing here you are not mistaken. Recordare has every right to charge whatever they wish for a service that obviously fills a very important need. My issue, sadly, is with Sibelius for not just incorporating the MusicXML export into their products by default. MusicXML as a file format is now five years old. Come on Sibelius, you know people want this feature and yet you continue to leave it out of new versions of your software. If anyone from Sibelius happens to be reading this I would love to get a comment or two about this oversight and if there are any plans to eventually remedy it.
So there you have it. The only way to convert from Finale to Sibelius is to use MusicXML export from Finale and then import it into Sibelius. The only way to convert from Sibelius to Finale is to pay for Dolet, use it to convert Sibelius files into MusicXML and then import the MusicXML into Finale. In almost any case you are going to run into some snags along the way, so it is probably a better idea to simply start writing in the target format instead of having to convert it later.
MusicXML is undoubtedly the best interchange format available for users of notation software, and we are committed to supporting it in Sibelius.
We added MusicXML import back in Sibelius 4 because it was becoming increasingly clear that our dedicated Finale importer was becoming difficult to maintain, and it was important for us to continue to allow folks who wanted to switch from Finale to Sibelius, or were working with folks who used Finale, to open their files in Sibelius. Since then we have continued to improve our MusicXML import substantially, to the point where it is now considerably more fully-featured than the original Finale importer, and gives very good results.
We have also added features to ManuScript, Sibelius's built-in scripting language, specifically to allow Recordare to improve their Dolet for Sibelius plug-in, so it is definitely not the case that we are opposed to allowing MusicXML export from Sibelius.
The simple truth is that MusicXML export is simply one of thousands of feature requests that we have received for future versions of Sibelius. We have to prioritise those feature requests in the way that we believe makes most sense for our customers, given that we know we cannot address every request in every version. We do plan to add dedicated MusicXML export to a future version of Sibelius, but we can't make any statements at all about when it's likely to appear.
In the meantime, users who need MusicXML export can support Recordare, who are a small company who should be applauded for creating and evangelising the MusicXML format, by purchasing the Dolet plug-in.
(As an aside, I wonder whether Finale would have had MusicXML export built-in as long as it has if it had been down to their developers to write it, rather than licensing it in from Recordare, or if Finale had proper backwards-compatibility, so that you could save a file in, say, Finale 2009 format from Finale 2010?)
Thanks for your post about MusicXML. I hope that you will get a chance to further investigate the translation quality with current versions of today's software.
I think you will find that MusicXML is indeed the "open, comprehensive transportable music file format" that you suggest will never happen. It is supported by over 110 programs at this point, including both open source and commercial programs. Note that the Open Score Format is an extension of the MusicXML format.
While transfers between Finale and Sibelius are not 100% perfect, they are far better than "just the notes". We would be very interested in hearing what specific problems you are running into moving large scores between programs, especially if using the latest versions of Finale and Sibelius. Sibelius 6.1 has far better MusicXML support - both import and support for our export plug-in - than when MusicXML import was introduced in Sibelius 4.
Building both the MusicXML format and out Dolet translation software takes time and money. This is why we need to charge for our plug-in software and file translation services. Most professional users find that the plug-in pays for itself after one or two uses due to all the time saved in transfering scores vs. doing manual re-entry. When multiple people work on a project, you often do not have the luxury of starting a project in the eventual target format. Or there might be multiple target formats for different uses of the music.
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I recently received a question asking how to move music back and forth from Sibelius to Finale. I too have this problem quite often as almost all of my old lessons and beginner music that I wrote out for my classes was done in Sibelius but now I would also like to be able to use it with SmartMusic (which requires Finale to create custom arrangements). Since neither company wants to allow the other to begin reading and writing their own proprietary formats, the grand dream of one day having an open, comprehensive transportable music file format is probably never going to happen. For now there is a format called MusicXML but it leaves a lot to be desired when working with complex scores.
Moving a document from one platform to the other using MusicXML will get the notes moved, but other annotations often are misplaced or left out altogether. 
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MusicXML is undoubtedly the best interchange format available for users of notation software, and we are committed to supporting it in Sibelius.
We added MusicXML import back in Sibelius 4 because it was becoming increasingly clear that our dedicated Finale importer was becoming difficult to maintain, and it was important for us to continue to allow folks who wanted to switch from Finale to Sibelius, or were working with folks who used Finale, to open their files in Sibelius. Since then we have continued to improve our MusicXML import substantially, to the point where it is now considerably more fully-featured than the original Finale importer, and gives very good results.
We have also added features to ManuScript, Sibelius's built-in scripting language, specifically to allow Recordare to improve their Dolet for Sibelius plug-in, so it is definitely not the case that we are opposed to allowing MusicXML export from Sibelius.
The simple truth is that MusicXML export is simply one of thousands of feature requests that we have received for future versions of Sibelius. We have to prioritise those feature requests in the way that we believe makes most sense for our customers, given that we know we cannot address every request in every version. We do plan to add dedicated MusicXML export to a future version of Sibelius, but we can't make any statements at all about when it's likely to appear.
In the meantime, users who need MusicXML export can support Recordare, who are a small company who should be applauded for creating and evangelising the MusicXML format, by purchasing the Dolet plug-in.
(As an aside, I wonder whether Finale would have had MusicXML export built-in as long as it has if it had been down to their developers to write it, rather than licensing it in from Recordare, or if Finale had proper backwards-compatibility, so that you could save a file in, say, Finale 2009 format from Finale 2010?)
I think you will find that MusicXML is indeed the "open, comprehensive transportable music file format" that you suggest will never happen. It is supported by over 110 programs at this point, including both open source and commercial programs. Note that the Open Score Format is an extension of the MusicXML format.
While transfers between Finale and Sibelius are not 100% perfect, they are far better than "just the notes". We would be very interested in hearing what specific problems you are running into moving large scores between programs, especially if using the latest versions of Finale and Sibelius. Sibelius 6.1 has far better MusicXML support - both import and support for our export plug-in - than when MusicXML import was introduced in Sibelius 4.
Building both the MusicXML format and out Dolet translation software takes time and money. This is why we need to charge for our plug-in software and file translation services. Most professional users find that the plug-in pays for itself after one or two uses due to all the time saved in transfering scores vs. doing manual re-entry. When multiple people work on a project, you often do not have the luxury of starting a project in the eventual target format. Or there might be multiple target formats for different uses of the music.