I'm trying to understand the Borel--Weil theorem at the moment (not the whole Bott--Borel--Weil theorem as has been asked elsewhere). However, I am having a little difficulty finding a direct proof, so I started to try and reconstruct it for myself. The question I can't seem to find an answer for is why should the space of holomorphic sections should be a finite dimensional space in the first place? Is there any easy way to see why this should be the case? It seems to me that if one can answer this question, then the theorem follows directly from the classification of the finite dimensional reps of $G$.
As I mention in a comment below I am more (but not exclusively!) interested in algebraic ways of proving finite dimensionality.