I seem to recall that Finale (the full program) will do this - up to a point. Each string has to be assigned to a separate channel.
There are problems with this kind of input regarding tempo awareness and, especially, positioning. Utilising a keyboard it's possible to tap out a flexible beat using one previously assigned key which allows variation in the tempo and some rubato in your playing. On a guitar this is obviously not possible which means that you will have to play exactly in time unless you want to do a great deal of editing later. Spread chords will be written exactly as played unless you adjust the quantisation to account for them - very fiddly - it's better to use a giusto approach.
I have used both Sibelius and Finale (on keyboard only) previously and found Finale to be slightly the stronger candidate as it presented fewer editing jobs after the input and much greater flexibility on the individual placement of items in the layout. On the other hand, if you are untrained in graphic design/page layout/music typesetting, Sibelius does a lot more of the work for you but the result isn't what you might call "bespoke".
Particularly with regard to guitar notation the various shareware/free/open source options don't even come close yet though, given time, I suspect that they will take over. Of these Lilypond gives the more beautiful results* if aesthetic considerations are important (though I haven't tried midi input).
You'll find a great deal of information (and argument) on the forum sites for each program - your best bet is to go there and ask lots of questions first.
I should also say that, once you get used to the system, both Finale and Sibelius offer super fast input from just a qwerty keyboard ... but that's a skill to be learned in itself.
*In my opinion.
Last edited by Mark Clifton-Gaultier on Tue Jan 26, 2010 1:14 pm, edited 1 time in total.