I think it's better to buy the necks unfinished and sort them out to your preference before putting a finish on.
i agree with that... not such a problem with unfinished fretboards, but getting a finished maple neckfrom warmoth will usually mean very square edges
I certainly found that a fret-dress (thanks Jonathan) was required on the one Warmoth neck I bought. I was able to get a finished neck because the board was rosewood and I could shave the edges until it felt right to me. I guess you could try and roll the edges on a finished maple board but that sounds risky to me.
It's just a personal preference, no effect on playability at all, but I find the edges of the headstocks overly sharp too - I like the whole neck to be a bit more rounded all over. Makes it feel more warm and fuzzy. :)
Strangely enough, that's something Fender themselves do very well on their US guitars. I really like Fender necks, apart from their over-reliance on the "Modern C" shape....