If done right, being fingered can feel good. It is a matter of personal preference. Some women enjoy fingering themselves and/ or others fingering them. To be fingered, if done properly, is a more controlled form of penetration due to the options of various movements and different areas that can be touched and or stroked at the same time.
How does fingering feel? – http://wiki.answers.com/Q/How_does_fingering_feel