There is no better way to finish off your knitting then blocking it! By blocking your finished project you will give it a more professional finish and smooth out any imperfections and uneven stitches. It will also makes it much easier to seam together your finished garment. Lace shawls really benefit from being blocked.
Tangled Yarn stock a wide range of products that can help you get that professional finish.
Remember though you need to choose the right blocking method according to the fibre content of your yarn.