For starters is correct, but informal and may not sound right in more formal settings. I would use it in everyday conversations, but in more formal settings. e.g. when giving a presentation or during an exam, I would rather say: first of all... to start with...
Furthermore - is correct and appropriate in formal settigns (e.g. an exam, job interview), but this is not a word I would use in an everyday conversation (unlike 'for starters'). In everyday situations I would rather say: then... in addition to that... moreover...
Finally - correct and appropriate for (most) settings
so... is Ok in everyday conversations; during an exam/job interview, I would rather say: in conclusion
I hope this helps
Jo.