Paul,
the first thing you need is to be totally confident with your skew, a spindle gouge just won't create the fine/thin areas between sections in a finial. Also it is far easier to the long slow sweeps on a long stem with the skew than the spindle gouge, although I have to admit to having seen it done, but can't do it myself.
Let's start with the long stem;
The most important things are straight grain down the length of your timber and a close grain (so oak & ash &c. are not advisable).
Depending upon the length (anything over 7 or 8 inches) my technique changes. Under that I work between centres under compression, the tailstock screwed into the timber and controlling the whip with my Left hand. Over that, I tape the timber to the tailstock and backwind, so it's under tension to reduce the whip but still have to deal with it to some degree. To assist with this it is advisable to have a live centre tapped to take a threaded rod which you can use to hold it in place as a drawbar through the tailstock.
Finials;
Start between centers, rough shape but don't cut too fine. Then start at the top (tailstock end) and turn and complete each part as you work back towards the headstock, that mean completely finish, including all sanding and polishing, you can't go back and re-do something. Now the hard part, to finish the top, you will cut it free of the timber being held by the tailstock, so the rest of the tuning is done held only at the chuck, so again control/support your cuts with your left hand.
Tip's I can offer;
Draw your desired shape out and do your best to achieve it.
Don't be frightened to go thinner than you'd be comfortable with, wood fibres are stronger that you'd think.
Long sweeping curves are easier to turn and look better than long parallel stems.
Don't go straight to finials, use scraps to practice turning decorative icicles first, they will teach most of the skills and you'll not get upset if one goes wrong.
And the ubiquitous practice, practice and practice.
