Formal:
* Finir premier: This is the most literal translation and is generally used in formal contexts.
* Arriver premier: This means "arrive first" and is also used in formal contexts.
Informal:
* Gagner: This means "to win" and is a more common way to say "finish first" in informal situations.
* Être premier: This means "to be first" and is a more casual way to say "finish first".
Example Sentences:
* Il a fini premier à la course. (He finished first in the race.)
* Elle est arrivée première du concours. (She came first in the competition.)
* J'ai gagné le match ! (I won the game!)
You can also use être en tête (to be in the lead) to express the idea of finishing first.
The best option for you will depend on the context and your level of formality.