In my opinion, there is no cut and dry answer whether it is okay to finance or not. It depends on where you are at financially.
If you have the money in the bank to pay off the car at any point, not a big deal if that's what you want.
If you're just out of school and finance the car with no money in the bank, you've committed money you haven't earned yet and exposed yourself to financial risk should life take you in a different direction.
Personally, I am more aligned with Dave Ramsey on this topic (no car debt). We're 29 and 27 years old and trying to build our stache. I bought a car when I graduated from school with a loan over $15,000, (I had no idea what I was doing and had no money) and it'll be paid off in a few months, thank goodness! Never again. When you're just getting started and have to shell out $300 / month for a loan, it's quite a burden and frankly made me hate the car.
On a side note, in casual conversation with people, I've heard a few times "how nice it was not to have a car payment" for six months before they went out and bought another car. If you keep trading up cars and always have a car payment, I consider it a burden unless you've got a mega stache! Best Wishes.