Fingers are more sensitive to mechanical touch.
Eyes are more sensitive to the touch of photons.
Evidence for fingers being more sensitive because a larger part of the brain affects them,
"one can see that the hands have a disproportionately large representation compare to the eyes with respect to sensation"
http://www.medrounds.org/ocular-pathology-study-guide/2005/11/projection-of-eye-onto-brain.html
But this doesn't take into account that visual perception, which is defined as one of the "senses", is actually processed in a different neural locale than the fingers. Similar to how smell has the olfactory bulb specialized for scents.
I conclude that fingers are more sensitive with regard to this post, but its arguable that eyes have more sensory "feeling", since the eye is sensitive to touch on the cornea AND sensitive to light on the retina. It's all relative.