I usually combine it with Rogue (https://github.com/foursquare/rogue), an "ORM"-like for MongoDB. I used Finagle and Rogue to build a fast and lightweight REST API.
(That said, I do think the twitter scala style guide is very good: http://twitter.github.com/effectivescala )
As for bridging Twitter Future with (now) Scala Future, that should be coming soon, once the execution context stuff is squared away.
I could be wrong but I think Finagle reflects this in that Thrift is more of a first-class citizen than REST (although I'm sure the latter is possible).
For Scala written libraries, here's a link to Github page: https://github.com/trending?l=scala
Casbah was always created to be a straight MongoDB driver, with no ORM features. It has no dependencies on "external" projects other than the MongoDB Java driver, so that you can use it where-ever and write standard queries.
It has been awhile since I played with Rogue, so forgive any mistakes but the big one: Rogue is specifically built as an ORM, with integration into Lift.
Really, you are going to use Rogue vs. Lift to accomplish very different tasks. There is Salat (https://github.com/novus/salat), to provide ORM features on top of Casbah.
Pick which tool works best for your use case! I happen to think quite highly of Rogue as well, as there are some tremendously impressive features in it including detecting potential Table scans. Rogue is fairly well battle tested on the Foursquare systems, and the authors are both very, very good at what they do.