I have been down the various finish techniques road. I blew a hand rubbed black nitro lacquer finish on my first Tele. My next tele build got a very tedious french polish finish. The Strat I built most recently has a very thin and marvelously easy to do Tru-Oil finish (though getting off the crappy Minwax poly finish that the seller had put on it was a royal PITA). I have a 335 with a factory finish that in a lot of ways blows all those guitars into the weeds.
My experience indicates that the type tone wood very much dominates the sound vs. the type of finish. The alder Strat body sounds much better to me than the basswood or the mahogany and spalted maple of the two tele bodies (mahogany is a terrible choice for a Tele body!) The thicker finishes simply seem to damp the resonance a bit. There are demos on the web you can listen to, where someone has taken a polyester finish off a strat and made before and after recordings during the project. There is a difference, but it is pretty subtle. I would say strings, pickups, neck and body material, and a couple other things totally dominate over the finish. Not that I am condemning the idea that thin finished should sound best, obviously I thought enough of it to try it myself. Interestingly one of the guitars that I really love the sound of is a Korean made Epi hollowbody with the typical heavy polyester finish. I that case it may be that the poly actually makes the guitar a little more mellow, which I happen to like.
I have also experimented with various shielding techniques, pickups, capacitor types, cabling, strings, etc., etc. ad nauseum. None of this has even begun to compensate for my lack of skill and thus I also rely upon other, competent players to help me in my evaluations.
And I must say the the old homily that none of this matters as much as knowing how to play well enough that you can adapt to any instrument rings true for me. While not much of a guitar player, I did pursue handgun shooting for a few years and got to the point where I could hit the target with sufficient enough precision to outshoot my instructor, with pretty much any properly functioning handgun regardless of how many trick parts there were on it. In the end I sold off most of the guns and just kept a couple that I felt most comfortable with. I will be pursuing guitar lessons soon, with a local guitar teacher who mentions that he sold his guitar collection a few years ago and just kept the one Tele that he liked to play best. I really liked reading that.