I've been taught, and always thought, that a species is a group of individuals that do not successfully interbreed with other groups in nature, not in captivity or anything along those lines. If that is what you meant, then think about this: do you think that every kind of dog can physically breed with every other dog? Pick some very small breed, and a very large breed, and think about whether or not it is physically possible for them to interbreed naturally. Sure, the genetics may be there, but is it physically possible? For some combinations, it isn't.
Also, do the finches interbreed naturally? If they do, then I agree with you, but I've always thought that they do not interbreed naturally.
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