In reply to ringostar:
Just come back from Finestrat. Ive stayed in both and heres my summary:
Sella:
Quieter (very peaceful)
Very little in terms of supplies - the bakery (if its still there) does incredible baguettes
A bit more disconnected from the main roads to/from crags/airports (but not much)
The main parking is at the bottom of Sella in the car park so if youre staying somewhere without parking, expecting a haul up the hill each day (keeps you fit!)
Finestrat:
More shops, supermarkets and places to eat (La morena was top notch and cheap!)
A bit noisier but you still only hear people in the daytime, barely at night time
Easier to get to benidorm, the A7 and Carrefour (head from Finestrat to Benidorm and its on the same road)
Again parking is a bit tricky, but you can usually find a spot on the main road through Finestrat (with el cantonet on it)
But yes Sella is surprisingly close to Finestrat. It looks far and twisty on a map but its near by.