Finasteride (Propecia, Proscar) blocks the conversion of T into DHT, which is a much more active form of testosterone.
With the new millennium a new compound, similar in structure, has replaced finasteride for many people: dutasteride.
Dustasteride (Dutas, Avodart) makes a better job at blocking the conversion. Two enzymes, reductases SRD5A1 and SRD5A2, effect the conversion, and while finasteride can block the effect of the latter, it's not so good at blocking the former.
Dutasteride blocks both although, truth be told, SRD5A1 is much less active than SRD5A2.
Overall, I'd consider dutasteride a better choice to control hair loss, for most individuals.