I recently completed an undergraduate degree in finance and am looking to further my education. While I know an MBA is commonly the next step, I can't help but feel a JD might be more useful in starting a business. Is the JD route unheard of?
You're probably going to dislike me for this answer, but I really believe that after having completed a degree in finance you should hold off before deciding between JD or MBA or anything else. There isn't a right or wrong or better or worse path through education for entrepreneurs. There's what you want and why. Usually what interests you and what you want to learn about is the best thing for you to study, rather than choosing what the best thing is to study and learning to tolerate it.
And in any case, if you're talking about business and entrepreneurs, the best thing is to put a spell of working world in between your last studies and your future studies.