You will find them in your User/Movies folder.
Click on the Finder Face in your dock then from the window that opens click on Movies.
Next click on iMovie Projects then just right click on the name of your project and select 'Show Package Contents' and finally from that window click on Movies.
That will display all of the different sizes of your exported project.
If anyone knows of a quicker/easier way, I would like to know myself.
Yes, utterly ridiculous to conceal the output, and not tell you in the Finalize dialog, what it does, or where the "finalised" bits and bobs end up.
I have spent hours on Google trying to find out how to use iMovie, and iDVD, and none of the help I got came from Apple. The so-called "Help" within the application is a misnomer.
They need to start again with this thing.
Thank you Matt! I should mention that the reason I resorted to Finalise was due to the fact that Export as QuickTime or Export in other formats went through the motions of allowing me to select a destination disk and folder, but after hours of processing, left the folder empty.
This has been around for ages:
Finalize for some reason does produce playable movies, but until I entered this thread, I had no idea where the output got sent to.