An opening move of "Finchley Central" is too much of a cheat, and you might wish to start with, say, Liverpool Street, when, assuming that your opponent isn't rude enough to reply with Finchley Central, leaves you with a mate on your second move (though you probably would prefer to stall by playing, say, Bank, in the hopes of a more spectacular win later).

It is clear that the ‘best’ time to say Finchley Central is exactly before your opponent does. Failing that it is good that he should be considering it. You could, of course, say ‘Finchley Central’ on your second turn. In that case, your opponent puffs on his cigarette and says, ‘Well…’ Shame on you.