Not all appetizers are finger food. In fact, I would consider hors d'oeuvres and appetizers as two separate courses, although technically I suppose they're the same thing. But certainly an appetizer can be a seated course, like roasted baby artichokes or little teeny cups of soup (although again, I guess at a formal party the soup course would also be separate!).

Anyway, it depends on the occasion. I think all of the above suggestions are good! I have a recipe somewhere for a spicy lobster dip, but it's a bit overwhelming if there are more courses to follow it- better for strictly-finger-food occasions.