Hi there - it depends partly on the manufacturer of the rations you are using to be honest and when you want to wean and finish them?
Many companies these days make a creep feed that you can finish on. Lamb finisher is actually often not that much different in protein level but usually has a higher fibre content.
Avoid Ewe food if you are feeding ram lambs because of magnesium content & possibility of urinary calculi Lamb finisher tends to be a normal size nut which stops them "hoovering it up" as quickly as the lamb creep as they grow. Some ewe rations are 18% or 20% protein which you don't want to finish lambs on as it can put on too much fat.
Lamb finisher also tends to be cheaper than ewe rations (and lamb creep) - so there is a small economic benefit too. If you are intending to switch to a finisher I would do it pre-weaning (at least two weeks) so they don't lose condition during the transition.
Hope that helps