You can make Finder quit-able by issuing the following command in Terminal window:
defaults write com.apple.finder QuitMenuItem 1
You’ll need to option-click and hold on the Finder’s Dock icon, and then relaunch the Finder to see your changes take effect. The new Finder process will have a Quit menu option which allows you to quit Finder whenever you don’t need it (this even saves a few Mb’s of RAM).