How much of a GPU would you need for this to be practical?
Doesn't really matter. What you would have to do to attempt a Finney attack is have a script that can spend your coins the instant that you find a block, withhold that block for half a second, and then hope that no one else solved that same block within that half second. Faster hashing just means that you don't have to wait as long to try it.
Like the double spend attack, the Finney attack can be defended against without confirmations; simply by delaying the completion of the sale for a couple seconds and watching for a block and/or transaction that competes with it propagate across the network. Both attacks would be futile for any site that sold products that physically shipped, since the sale can be cancelled if the transaction is found to be false.