Your finger really is the best tool for the job. Keep it wet and make long strokes to keep it smooth.
A trick I like to do for really neat caulk lines is to tape both sides of the joint to be caulked using blue painters' tape. You can force the caulk into the joint a lot better and the excess simply spills over onto the tape. Pull the tape up ASAP though; you don't want the caulk to dry with the tape down still
Use a decent silicone latex caulk. Straight latex caulks aren't as workable and are rarely as flexible after they cure.
Make sure you buy a paintable caulk if you plan to paint over it.
100% silicone caulks are NOT easy to use and are rarely paintable.
Keep in mind these suggestions are for architectural projects; I have no clue about marine caulking.